AB Tax Aware Short Duration Municipal ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.73% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 15.54 | |
| 0.3909 | 5.11 | |
| 0.3456 | 12.94 | |
| -0.1573 | -1.76 |
Estimation Period:
Sep 16, 2022 to Feb 13, 2026
Sep 16, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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