AB Tax-Aware Long Muni ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.07% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 11.96 | |
| 0.4000 | 6.19 | |
| 0.4375 | 13.64 | |
| -0.1946 | -2.26 |
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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