Allianzim US EQ 15 Uncap DEC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.41% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 8.95 | |
| 0.0000 | 0.00 | |
| 0.6845 | 24.86 | |
| 0.3113 | 3.86 |
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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