AB US LOW Volatility EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.52% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5082 | 10.52 | |
| 0.0846 | 7.30 | |
| 0.9039 | 87.55 | |
| 7.5249 | 1.16 |
Estimation Period:
Mar 22, 2023 to Feb 6, 2026
Mar 22, 2023 to Feb 6, 2026
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