Allianz SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.02% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8039 | 4.91 | |
| 0.0775 | 48.23 | |
| 0.9920 | 587.00 | |
| 5.5345 | 12.48 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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