Allianzim US EQ 15 Uncap DEC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.06% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4419 | 4.93 | |
| 0.0883 | 5.75 | |
| 0.8790 | 31.94 | |
| 4.8354 | 1.21 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
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