Allianzim Bufr15 Uncapd Alcn AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.90% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0095 | -1.18 | |
| 0.1498 | 12.57 | |
| 0.6780 | 34.77 | |
| 0.8669 | 19.13 |
Estimation Period:
Mar 6, 2025 to Feb 6, 2026
Mar 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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