Bloomberg US Municipal Bond Index Total Return Value Unhedged USD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:7.09% (+5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 25.43 | |
| 0.1585 | 38.97 | |
| 0.8244 | 211.77 | |
| 0.0228 | 13.11 |
Estimation Period:
Sep 18, 2001 to Apr 4, 2025
Sep 18, 2001 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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