AB Short Durtin High YLD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.41% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 6.95 | |
| 0.0498 | 2.97 | |
| 0.6985 | 21.07 | |
| 0.1652 | 2.29 |
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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