Allianzim US Equi BU NOV ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.55% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5095 | 2.29 | |
| 0.0557 | 3.70 | |
| 0.9290 | 35.08 | |
| 4.1308 | 0.93 |
Estimation Period:
Nov 1, 2024 to Feb 13, 2026
Nov 1, 2024 to Feb 13, 2026
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