AB Conservative Buffer ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.46% (+2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5972 | 5.37 | |
| 0.2416 | 2.09 | |
| 0.5692 | 4.45 | |
| -0.4908 | -1.21 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AB Conservative Buffer ETF Analyses
Other Spline-GARCH Analyses on ETFs