MFS High Yield Municipal TR AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.33% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 19.13 | |
| 0.1177 | 32.76 | |
| 0.8582 | 259.19 | |
| 0.1931 | 8.20 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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