AB Tax-Aware Long Muni ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.75% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0315 | 3.31 | |
| 0.2487 | 3.59 | |
| 0.2986 | 1.95 | |
| 1.5703 | 0.38 | |
| 0.3101 | 0.05 | |
| -6.8860 | -1.70 | |
| 7.9535 | 3.13 |
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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