AB US LOW Volatility EQ ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.94% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7064 | 32.72 | |
| 0.3094 | 17.76 | |
| 0.0555 | 0.31 | |
| 0.0360 | 0.38 | |
| 0.8678 | 2.13 |
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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