Allianzim Bufr15 Uncapd Alcn GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.52% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 8.83 | |
| 0.0000 | 0.00 | |
| 0.7149 | 29.45 | |
| 0.3308 | 4.50 |
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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