AB Corporate Bond ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.51% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 4.83 | |
| 0.0516 | 5.85 | |
| 0.8941 | 49.40 |
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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