AB US High Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.14% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8917 | 5.32 | |
| 0.0901 | 1.64 | |
| 0.8342 | 10.47 | |
| -0.0118 | -0.07 |
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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