AB US High Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.11% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8882 | 7.16 | |
| 0.0901 | 1.64 | |
| 0.8341 | 10.46 | |
| -0.0170 | -0.37 |
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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