AB Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.62% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 5.55 | |
| 0.0000 | 0.00 | |
| 0.8891 | 64.42 | |
| 0.0820 | 4.45 |
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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