Allianzim Bf20 Allcation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.71% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 3.71 | |
| 0.0000 | 0.00 | |
| 0.8423 | 45.15 | |
| 0.3057 | 6.41 |
Estimation Period:
Jan 9, 2025 to Feb 13, 2026
Jan 9, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim Bf20 Allcation ETF Analyses
Other GJR-GARCH Analyses on ETFs