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Allianzim US Equi Aproct ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.94% (+0.61%)
Analysis last updated: Thursday, February 12, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Allianzim US Equi Aproct ETF S0GARCH
paramt-stat
ω1.43765.37
α0.05280.88
β0.66211.52
γ159.65373.15
γ2-102.9401-3.34
γ370.44533.05
γ4-17.2798-0.82
γ5-70.1961-3.03
γ6117.68863.99
γ7-61.1907-1.82
γ8-6.5846-0.27
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts