Allianzim US EQ 15 Uncap DEC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.60% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2299 | 4.18 | |
| 0.1505 | 1.35 | |
| 0.6712 | 4.35 | |
| 0.9642 | 0.84 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim US EQ 15 Uncap DEC Analyses
Other Spline-GARCH Analyses on ETFs