Allianzim US Equi 6 M F ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.83% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.01 | |
| 0.9055 | 204.30 | |
| 0.1882 | 33.41 | |
| 0.0208 | 4.79 | |
| 0.0000 | 0.00 | |
| 0.9994 | 171.42 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim US Equi 6 M F ETF Analyses
Other MF2-GARCH Analyses on ETFs