Alliancebernstein National MUN GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.71% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 24.64 | |
| 0.1180 | 15.69 | |
| 0.7843 | 146.51 | |
| 0.1307 | 9.63 |
Estimation Period:
Jan 29, 2002 to Feb 6, 2026
Jan 29, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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