AB Tax-Aware Intrmd Muni ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.54% (+4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 11.90 | |
| 0.2848 | 9.90 | |
| 0.5357 | 19.66 | |
| -0.0422 | -3.58 |
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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