AB Conservative Buffer ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.07% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0875 | 12.58 | |
| 0.1919 | 11.68 | |
| 0.8607 | 61.55 | |
| 6.7798 | 2.87 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
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