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V-Lab

Abacus Flexible Bond Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.68% (0.00%)
Analysis last updated: Wednesday, February 11, 2026 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Abacus Flexible Bond Leaders ETF SGARCH
paramt-stat
ω0.66261.57
α0.00000.00
β0.94698.73
γ1-1.3360-0.42
γ26.40101.79
γ3-8.7216-4.92
γ41.74610.94
γ54.51212.43
γ6-5.3565-3.05
γ76.12483.25
γ8-5.4378-2.45
γ92.55520.56
Estimation Period:
Dec 8, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts