AB Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.69% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3138 | 6.00 | |
| 0.0659 | 1.12 | |
| 0.5604 | 1.78 | |
| 2.2835 | 1.71 | |
| -4.2664 | -2.11 | |
| 3.1452 | 2.99 |
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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