AB US High Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.50% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8392 | 53.31 | |
| 0.2167 | 16.07 | |
| 0.9187 | 0.59 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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