Allianzim US Equi BU NOV ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.27% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0769 | 7.64 | |
| 0.0000 | 0.00 | |
| 0.7220 | 26.43 | |
| 0.2348 | 3.25 |
Estimation Period:
Nov 1, 2024 to Feb 13, 2026
Nov 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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