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	param	t-stat
$ω$	0.8122	4.41
$α$	0.2816	9.40
$β$	0.5846	17.12
$γ_{1}$	-0.2574	-2.94
$γ_{2}$	0.3732	3.15
$γ_{3}$	-0.1718	-2.25
$γ_{4}$	0.0741	0.88
$γ_{5}$	0.0033	0.04
$γ_{6}$	-0.0828	-1.27
$γ_{7}$	0.2453	2.68
$γ_{8}$	-0.4011	-2.46

V-Lab

Bloomberg US Municipal Bond Index Total Return Value Unhedged USD Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:1.74% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bloomberg US Municipal Bond Index Total Return Value Unhedged USD Analyses