Allianzim US EQ 15 UD FB ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.17% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4534 | 3.33 | |
| 0.0334 | 0.55 | |
| 0.0000 | 0.00 | |
| -81.6128 | -3.44 | |
| 120.9839 | 3.62 | |
| -49.5918 | -2.95 | |
| 9.8452 | 0.96 |
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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