AB Short Durtin High YLD ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.16% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0787 | -6.03 | |
| 0.0945 | 6.70 | |
| 0.9683 | 99.09 | |
| -0.1078 | -4.42 |
Estimation Period:
Jun 10, 2024 to Feb 13, 2026
Jun 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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