AB Tax-Aware Long Muni ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:-0.00% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.8275 | 8,275,350.00 | |
| 0.1725 | 172,465.00 |
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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