AB Internatio LOW VOL EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.64% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6775 | 8.38 | |
| 0.0763 | 3.21 | |
| 0.7591 | 19.34 | |
| 6.3134 | 0.51 |
Estimation Period:
Jul 15, 2024 to Feb 6, 2026
Jul 15, 2024 to Feb 6, 2026
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