Allianzim 6 MTH BF 10 AL ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.31% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0234 | -7.63 | |
| 0.1389 | 10.68 | |
| 0.8394 | 81.44 | |
| 0.5073 | 12.12 |
Estimation Period:
Jan 9, 2025 to Feb 6, 2026
Jan 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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