Allianzim US EQ Bf15 UCP MAY Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.99% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9015 | 4.41 | |
| 0.0928 | 2.26 | |
| 0.8578 | 14.93 | |
| -0.0824 | -0.64 |
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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