AB Tax-Aware Long Muni ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.89% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 11.40 | |
| 0.2708 | 12.38 | |
| 0.4501 | 13.65 | |
| -0.0629 | -3.90 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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