AB Corporate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.85% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -11.17 | |
| 0.0173 | 10.89 | |
| 0.9784 | 438.15 | |
| 0.4991 | 30.90 |
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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