AB Tax Aware Short Duration Municipal ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.91% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2041 | 5.74 | |
| 0.3617 | 2.71 | |
| 0.3180 | 3.42 | |
| 0.0978 | 1.20 |
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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