AB US High Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.91% (+4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 7.16 | |
| 0.0000 | 0.00 | |
| 0.8606 | 64.68 | |
| 0.1722 | 7.20 |
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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