Allianzim US EQ 15 UD FB ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.08% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4548 | 3.33 | |
| 0.0355 | 0.58 | |
| 0.0000 | 0.00 | |
| -81.0954 | -3.39 | |
| 119.7656 | 3.54 | |
| -47.5407 | -2.72 | |
| 5.3939 | 0.29 |
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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