Allianzim 6 MTH BF 10 AL ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.49% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6650 | 1.75 | |
| 0.2011 | 1.89 | |
| 0.5656 | 2.43 | |
| -34.2565 | -2.12 | |
| 54.0878 | 2.48 | |
| -24.8608 | -2.91 |
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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