Allianzim Bufr15 Uncapd Alcn EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.26% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0169 | -0.10 | |
| -0.1505 | -3.39 | |
| 0.9697 | 10.23 | |
| -0.1676 | -4.72 |
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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