AB Tax-Aware Long Muni ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.14% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 11.37 | |
| 0.2789 | 11.83 | |
| 0.4664 | 14.22 |
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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