Allianzim US Equi Aproct ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.24% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4508 | 5.37 | |
| 0.0489 | 0.87 | |
| 0.6835 | 1.62 | |
| 60.4846 | 3.19 | |
| -104.1049 | -3.37 | |
| 70.8184 | 3.06 | |
| -16.9986 | -0.81 | |
| -71.4070 | -3.06 | |
| 121.1259 | 4.06 | |
| -70.0870 | -2.01 | |
| 14.4681 | 0.39 |
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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