Allianzim US EQ Bf15 UCP MAY GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.18% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6253 | 3.09 | |
| 0.0770 | 5.96 | |
| 0.9588 | 90.74 | |
| 5.0102 | 1.71 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
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