Allianzim US Equi 6 M F ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.70% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 4.18 | |
| 0.0000 | 0.00 | |
| 0.8703 | 53.91 | |
| 0.2297 | 8.68 |
Estimation Period:
Feb 1, 2024 to Feb 13, 2026
Feb 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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