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Allianzim US Equi Aproct ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.24% (-0.40%)
Analysis last updated: Monday, February 9, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Allianzim US Equi Aproct ETF SGARCH
paramt-stat
ω1.45085.37
α0.04890.87
β0.68351.62
γ160.48463.19
γ2-104.1049-3.37
γ370.81843.06
γ4-16.9986-0.81
γ5-71.4070-3.06
γ6121.12594.06
γ7-70.0870-2.01
γ814.46810.39
Estimation Period:
Apr 1, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts