AB Moderate Buffer ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.63% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4348 | 2.41 | |
| 0.1497 | 1.22 | |
| 0.5517 | 1.62 | |
| 69.2842 | 2.56 | |
| -131.4263 | -2.88 | |
| 112.8679 | 2.85 | |
| -69.7754 | -2.02 | |
| 29.5850 | 0.84 |
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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