Allianzim 6 MTH BF 10 AL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:7.17% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 6.12 | |
| 0.0000 | 0.00 | |
| 0.8193 | 37.91 | |
| 0.3481 | 7.15 |
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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