AB Tax Aware Short Duration Municipal ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.74% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 10.52 | |
| 0.1754 | 6.03 | |
| 0.7025 | 23.35 | |
| 5.2112 | 2.08 |
Estimation Period:
Sep 16, 2022 to Feb 13, 2026
Sep 16, 2022 to Feb 13, 2026
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