Allianzim US Equi BU NOV ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.15% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0003 | 4.21 | |
| 0.1178 | 1.20 | |
| 0.6797 | 4.03 | |
| -0.4649 | -0.48 |
Estimation Period:
Nov 1, 2024 to Feb 6, 2026
Nov 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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