AB US Large CAP Strat EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.08% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 5.73 | |
| 0.0000 | 0.00 | |
| 0.8574 | 53.51 | |
| 0.1909 | 5.45 |
Estimation Period:
Sep 20, 2023 to Feb 6, 2026
Sep 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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