AB Core Plus Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.01% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3293 | 9.57 | |
| 0.0692 | 1.15 | |
| 0.7044 | 3.01 | |
| 0.1579 | 3.28 |
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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