AB Tax-Aware Intrmd Muni ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.38% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 11.34 | |
| 0.3844 | 4.72 | |
| 0.5192 | 18.26 | |
| -0.1659 | -1.69 |
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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