Allianzim 6 MTH BF 10 AL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.69% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0000 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.3357 | 13.87 | |
| 0.0063 | 0.12 | |
| 0.0765 | 0.32 | |
| 0.9235 | 3.83 |
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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