MFS High Yield Municipal TR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.76% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1318 | 7.45 | |
| 0.0917 | 37.31 | |
| 0.9842 | 468.01 | |
| 6.2877 | 8.00 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
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