Allianzim Bf20 Allcation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.51% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0317 | 2.62 | |
| 0.1211 | 1.55 | |
| 0.0000 | 0.00 | |
| 225.9558 | 3.69 | |
| -411.2819 | -4.43 | |
| 247.7017 | 3.73 | |
| -62.8177 | -1.09 | |
| 28.8100 | 0.59 | |
| -53.4504 | -1.19 | |
| 32.1064 | 0.90 |
Estimation Period:
Jan 9, 2025 to Feb 6, 2026
Jan 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allianzim Bf20 Allcation ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs