AB US High Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.98% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7419 | 5.25 | |
| 0.0721 | 7.39 | |
| 0.9488 | 109.02 | |
| 5.7659 | 1.66 |
Estimation Period:
Mar 22, 2023 to Feb 6, 2026
Mar 22, 2023 to Feb 6, 2026
Other AB US High Dividend ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs