AB International Buffer ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.74% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2099 | 8.68 | |
| 0.1268 | 7.16 | |
| 0.7923 | 24.66 | |
| 6.2893 | 1.00 |
Estimation Period:
Dec 10, 2024 to Feb 13, 2026
Dec 10, 2024 to Feb 13, 2026
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