AB Corporate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.37% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.4727 | 13.91 | |
| 0.2075 | 6.06 | |
| 0.0000 | 0.00 | |
| 0.3155 | 4.29 | |
| 0.6517 | 4.48 |
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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