Allianzim Bufr15 Uncapd Alcn MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.22% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.8668 | 8,667,740.00 | |
| 0.0040 | 39,820.00 | |
| -0.0787 | -786,960.00 | |
| 9.6031 | 96,030,930.00 | |
| 0.0029 | 28,660.00 | |
| 0.1852 | 1,852,280.00 |
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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