AB Short Durtin High YLD ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.22% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 6.70 | |
| 0.1600 | 5.93 | |
| 0.7036 | 19.42 |
Estimation Period:
Jun 10, 2024 to Feb 6, 2026
Jun 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AB Short Durtin High YLD ETF Analyses
Other GARCH Analyses on ETFs