Allianzim US EQ 15 UD FB ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.86% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1797 | 340.43 | |
| 0.5702 | 2,664.25 | |
| 0.5000 | 337.84 | |
| 10.0000 | 327.03 | |
| 0.0845 | 119.92 | |
| 0.9155 | 12,714.65 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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