AB Core Plus Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.45% (-8.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6882 | 6,882,260.00 | |
| 0.0618 | 617,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1112 | 49.31 | |
| 0.9176 | 53.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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