MFS High Income Municipal Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.19% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 23.96 | |
| 0.0663 | 21.34 | |
| 0.8891 | 385.90 | |
| 0.0509 | 6.87 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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