AB Tax-Aware Intrmd Muni ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.54% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8322 | 2.45 | |
| 0.3417 | 2.48 | |
| 0.4822 | 4.53 | |
| -0.4495 | -1.06 |
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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