AB Core Plus Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1308 | 10.14 | |
| 0.0287 | 10.76 | |
| 0.9990 | 860.47 | |
| 6.9051 | 4.63 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
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