Allianzim US EQ Buffer20 Dec GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.45% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6887 | 8.77 | |
| 0.1152 | 37.77 | |
| 0.9984 | 5,120.12 | |
| 4.6137 | 19.49 |
Estimation Period:
Dec 1, 2022 to Feb 6, 2026
Dec 1, 2022 to Feb 6, 2026
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