AB Emerging Markets Opps ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.37% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2616 | 2.29 | |
| 0.0039 | 0.27 | |
| 0.6162 | 3.93 | |
| 0.1702 | 1.72 |
Estimation Period:
Jun 19, 2025 to Feb 6, 2026
Jun 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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