Allianzim US EQ Buffer15 OCT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.34% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4106 | 3.30 | |
| 0.0442 | 4.59 | |
| 0.9360 | 75.50 | |
| 5.4392 | 0.58 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
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