AB Tax Aware Short Duration Municipal ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.65% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0862 | 6.15 | |
| 0.3582 | 2.67 | |
| 0.3147 | 3.33 | |
| 0.0037 | 0.14 |
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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