MFS High Yield Municipal TR Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.97% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1474 | 6.27 | |
| 0.1258 | 7.48 | |
| 0.8167 | 40.99 | |
| -0.0604 | -2.20 | |
| 0.1377 | 3.18 | |
| -0.1423 | -4.59 | |
| 0.0931 | 3.46 | |
| -0.0224 | -0.88 | |
| -0.0431 | -0.97 |
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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