AB Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.18% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0017 | 6.72 | |
| 0.0606 | 0.94 | |
| 0.5997 | 1.86 | |
| -0.5099 | -2.19 |
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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