AB Tax-Aware Intrmd Muni ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.01% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0465 | 3.47 | |
| 0.3139 | 2.47 | |
| 0.3540 | 2.89 | |
| 3.9328 | 2.02 | |
| -6.8996 | -2.42 | |
| 4.2392 | 2.88 |
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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