AB Tax-Aware Long Muni ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.24% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.7366 | -11.34 | |
| 0.5126 | 17.24 | |
| 0.6782 | 25.92 | |
| 0.0573 | 1.78 |
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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