Allianzim US EQ 15 UD FB ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.89% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5246 | 2.47 | |
| 0.0625 | 4.64 | |
| 0.9496 | 84.46 | |
| 4.3981 | 1.18 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
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