AB Short Durtin High YLD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.31% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0295 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.0165 | 0.04 | |
| 0.9619 | 0.75 |
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 MF2-GARCH Analyses on ETFs