Allianzim US Equity Buff ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.30% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5885 | 3.72 | |
| 0.0827 | 7.00 | |
| 0.9639 | 142.24 | |
| 5.5648 | 1.90 |
Estimation Period:
Apr 1, 2024 to Feb 13, 2026
Apr 1, 2024 to Feb 13, 2026
Other Allianzim US Equity Buff ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs