Allianzim US EQ 15 Uncap DEC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.69% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 6.24 | |
| 0.1578 | 6.25 | |
| 0.6706 | 18.56 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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