AB US Large CAP Strat EQ ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.86% (+2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8589 | 4.96 | |
| 0.1160 | 2.07 | |
| 0.8255 | 10.45 | |
| -0.0520 | -0.69 |
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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