AB Tax Aware Short Duration Municipal ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.81% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.4531 | 16.11 | |
| 0.3492 | 16.85 | |
| -0.3030 | -8.32 | |
| 0.0157 | 0.13 | |
| 0.0863 | 0.16 | |
| 0.0467 | 0.01 |
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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