Allianzim 6 MTH BF 10 AL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.34% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2065 | 2.53 | |
| 0.1331 | 1.76 | |
| 0.0000 | 0.00 | |
| 196.0934 | 2.84 | |
| -366.4660 | -3.42 | |
| 249.2022 | 3.49 | |
| -121.2895 | -2.32 | |
| 130.6546 | 2.90 | |
| -169.3248 | -3.92 | |
| 168.6385 | 2.77 |
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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