MFS High Yield Municipal TR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.90% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1641 | 6.16 | |
| 0.1255 | 7.57 | |
| 0.8208 | 42.67 | |
| -0.0593 | -2.12 | |
| 0.1365 | 3.09 | |
| -0.1443 | -4.54 | |
| 0.1014 | 3.62 | |
| -0.0448 | -1.69 | |
| 0.0153 | 0.73 |
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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