AB Short Durtin High YLD ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.62% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.70 | |
| 0.0509 | 5.13 | |
| 0.8886 | 57.74 | |
| 0.3190 | 15.16 |
Estimation Period:
Jun 10, 2024 to Feb 6, 2026
Jun 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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