Allianzim US Equi 6 M F ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.95% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3041 | 3.65 | |
| 0.1549 | 28.60 | |
| 0.9813 | 205.55 | |
| 3.9390 | 11.75 |
Estimation Period:
Feb 1, 2024 to Feb 13, 2026
Feb 1, 2024 to Feb 13, 2026
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