AB Moderate Buffer ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.58% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0465 | -8.50 | |
| -0.1200 | -13.07 | |
| 0.9620 | 262.77 | |
| -0.2523 | -13.41 |
Estimation Period:
Dec 10, 2024 to Feb 13, 2026
Dec 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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