AB Moderate Buffer ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.24% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2789 | 4.23 | |
| 0.1664 | 9.84 | |
| 0.8549 | 19.75 | |
| 3.8762 | 2.96 |
Estimation Period:
Dec 10, 2024 to Feb 13, 2026
Dec 10, 2024 to Feb 13, 2026
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