AB Tax-Aware Intrmd Muni ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.74% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 6.97 | |
| 0.1965 | 10.03 | |
| 0.8979 | 69.22 | |
| 5.4500 | 3.58 |
Estimation Period:
Dec 13, 2023 to Feb 13, 2026
Dec 13, 2023 to Feb 13, 2026
Other AB Tax-Aware Intrmd Muni ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs