Allianzim US EQ 15 UD FB ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.82% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 8.97 | |
| 0.0000 | 0.00 | |
| 0.6916 | 26.77 | |
| 0.3333 | 4.11 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim US EQ 15 UD FB ETF Analyses
Other GJR-GARCH Analyses on ETFs