AB Tax Aware Short Duration Municipal ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.77% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.5228 | -12.19 | |
| 0.4816 | 18.46 | |
| 0.6285 | 21.24 | |
| 0.0655 | 2.20 |
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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