AB Short Durtin High YLD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.88% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 2.09 | |
| 0.0773 | 7.99 | |
| 0.9662 | 54.09 | |
| 4.2558 | 2.29 |
Estimation Period:
Jun 10, 2024 to Feb 6, 2026
Jun 10, 2024 to Feb 6, 2026
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