Allianzim US Equi 6 M F ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.10% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5031 | 3.28 | |
| 0.1713 | 3.75 | |
| 0.7232 | 9.24 | |
| 10.1583 | 2.17 | |
| -10.0037 | -1.21 | |
| -8.6338 | -0.94 | |
| 20.9917 | 1.54 |
Estimation Period:
Feb 1, 2024 to Feb 6, 2026
Feb 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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