AB Corporate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.79% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0334 | -4.61 | |
| -0.0736 | -0.23 | |
| 0.9854 | 170.72 | |
| -0.0585 | -0.43 |
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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