AB Tax-Aware Intrmd Muni ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.93% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.4513 | 13.67 | |
| 0.3117 | 10.20 | |
| -0.2962 | -7.84 | |
| 0.0178 | 2.99 | |
| 0.7981 | 10.51 | |
| 0.0000 | 0.00 |
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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