AB Tax-Aware Intrmd Muni ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.51% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4446 | -11.00 | |
| 0.4797 | 12.14 | |
| 0.8255 | 53.92 | |
| 0.0521 | 1.45 |
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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