Allianzim Bf20 Allcation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.98% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9753 | 2.58 | |
| 0.0934 | 1.32 | |
| 0.0000 | 0.00 | |
| 202.5726 | 3.52 | |
| -380.0628 | -4.37 | |
| 245.2060 | 3.88 | |
| -75.2168 | -1.27 | |
| 46.0472 | 0.84 | |
| -102.9839 | -2.01 | |
| 198.6520 | 2.99 |
Estimation Period:
Jan 9, 2025 to Feb 13, 2026
Jan 9, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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