Allianzim US Equi Aproct ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.94% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4376 | 5.37 | |
| 0.0528 | 0.88 | |
| 0.6621 | 1.52 | |
| 59.6537 | 3.15 | |
| -102.9401 | -3.34 | |
| 70.4453 | 3.05 | |
| -17.2798 | -0.82 | |
| -70.1961 | -3.03 | |
| 117.6886 | 3.99 | |
| -61.1907 | -1.82 | |
| -6.5846 | -0.27 |
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Apr 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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