AB International Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.49% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1483 | 3.78 | |
| 0.0000 | 0.00 | |
| 0.8228 | 16.12 | |
| 0.0523 | 0.73 |
Estimation Period:
Sep 16, 2025 to Feb 6, 2026
Sep 16, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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