AB US Large CAP Strat EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.58% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8416 | 5.51 | |
| 0.0915 | 7.26 | |
| 0.9370 | 104.26 | |
| 5.4275 | 2.06 |
Estimation Period:
Sep 20, 2023 to Feb 6, 2026
Sep 20, 2023 to Feb 6, 2026
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