AB Short Durtin High YLD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.43% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6478 | 5.78 | |
| 0.1538 | 1.36 | |
| 0.6021 | 2.81 | |
| -1.3772 | -2.43 |
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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