AB Tax-Aware Intrmd Muni ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.40% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 12.65 | |
| 0.2998 | 9.54 | |
| 0.5455 | 21.22 |
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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