AB Tax Aware Short Duration Municipal ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.10% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 16.38 | |
| 0.3790 | 11.93 | |
| 0.2693 | 10.87 | |
| -0.0051 | -0.91 |
Estimation Period:
Sep 16, 2022 to Feb 6, 2026
Sep 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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