Allianzim U.S. EQ Bffr15 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:2.99% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 3.33 | |
| 0.2435 | 4.74 | |
| 0.8630 | 23.00 | |
| 4.9694 | 1.91 |
Estimation Period:
Jul 1, 2025 to Feb 13, 2026
Jul 1, 2025 to Feb 13, 2026
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