AllianzIM US EQ Buffer20 Oct GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.60% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6781 | 11.04 | |
| 0.1537 | 57.48 | |
| 0.9985 | 7,183.53 | |
| 3.8704 | 52.08 |
Estimation Period:
Oct 1, 2020 to Feb 6, 2026
Oct 1, 2020 to Feb 6, 2026
Other AllianzIM US EQ Buffer20 Oct Analyses
Other GAS-GARCH Student T Analyses on ETFs