AB US Large CAP Strat EQ ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.92% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 5.54 | |
| 0.1070 | 7.24 | |
| 0.8320 | 39.06 |
Estimation Period:
Sep 20, 2023 to Feb 13, 2026
Sep 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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