Allianzim US EQ Bf15 UCP MAY GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.63% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 8.24 | |
| 0.0000 | 0.00 | |
| 0.8675 | 66.66 | |
| 0.1706 | 5.37 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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