AB US Large CAP Strat EQ ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.91% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8560 | 45.83 | |
| 0.1857 | 15.01 | |
| 0.8834 | 0.18 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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