AB Tax-Aware Long Muni ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.61% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1166 | 7.25 | |
| 0.2497 | 5.90 | |
| 0.7051 | 17.75 | |
| 4.5082 | 3.06 |
Estimation Period:
Dec 13, 2023 to Feb 6, 2026
Dec 13, 2023 to Feb 6, 2026
Other AB Tax-Aware Long Muni ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs