Allianzim Bf20 Allcation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.71% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2564 | 4.29 | |
| 0.1377 | 23.81 | |
| 0.9803 | 256.96 | |
| 3.4259 | 12.28 |
Estimation Period:
Jan 9, 2025 to Feb 6, 2026
Jan 9, 2025 to Feb 6, 2026
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