AB US Large CAP Strat EQ ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.71% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8380 | 3.95 | |
| 0.1159 | 2.05 | |
| 0.8243 | 10.32 | |
| -0.0992 | -0.29 |
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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