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Bloomberg US Municipal Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.09% (+5.58%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Bloomberg US Municipal Bond Index Total Return Value Unhedged USD AGARCH
paramt-stat
ω0.000925.43
α0.158538.97
β0.8244211.77
γ0.022813.11
Estimation Period:
Sep 18, 2001 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts