AB Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.56% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1840 | 9.10 | |
| 0.0315 | 12.37 | |
| 0.9990 | 566.97 | |
| 7.0958 | 2.79 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
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