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Allianzim Bf20 Allcation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.98% (-0.42%)
Analysis last updated: Friday, February 13, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Allianzim Bf20 Allcation ETF SGARCH
paramt-stat
ω0.97532.58
α0.09341.32
β0.00000.00
γ1202.57263.52
γ2-380.0628-4.37
γ3245.20603.88
γ4-75.2168-1.27
γ546.04720.84
γ6-102.9839-2.01
γ7198.65202.99
Estimation Period:
Jan 9, 2025 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts