AB US High Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.21% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0073 | -0.35 | |
| 0.0334 | 3.10 | |
| 0.9503 | 74.71 | |
| -0.1789 | -16.25 |
Estimation Period:
Mar 22, 2023 to Feb 6, 2026
Mar 22, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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