AB Core Plus Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.02% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0478 | 7.70 | |
| 0.0493 | 0.82 | |
| 0.6298 | 1.51 | |
| -0.4274 | -2.20 |
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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