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Allianzim 6 MTH BF 10 AL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.34% (-0.31%)
Analysis last updated: Wednesday, February 11, 2026 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Allianzim 6 MTH BF 10 AL ETF SGARCH
paramt-stat
ω1.20652.53
α0.13311.76
β0.00000.00
γ1196.09342.84
γ2-366.4660-3.42
γ3249.20223.49
γ4-121.2895-2.32
γ5130.65462.90
γ6-169.3248-3.92
γ7168.63852.77
Estimation Period:
Jan 9, 2025 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts