Allianz US Equity Buffer ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.78% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5241 | 2.30 | |
| 0.0590 | 5.86 | |
| 0.9547 | 84.03 | |
| 4.7677 | 0.93 |
Estimation Period:
Jan 2, 2025 to Feb 13, 2026
Jan 2, 2025 to Feb 13, 2026
Other Allianz US Equity Buffer ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs