Allianzim Bufr15 Uncapd Alcn Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.26% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9655 | 2.89 | |
| 0.0325 | 0.50 | |
| 0.0000 | 0.00 | |
| -157.3490 | -2.19 | |
| 236.8397 | 2.24 | |
| -95.5899 | -1.52 | |
| 49.2435 | 1.09 | |
| -101.6456 | -2.63 | |
| 173.2179 | 3.28 |
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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