MFS High Income Municipal Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.84% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9729 | 8.43 | |
| 0.1100 | 8.95 | |
| 0.8367 | 53.88 | |
| -0.0305 | -2.46 | |
| 0.0291 | 1.62 | |
| 0.0255 | 2.10 | |
| -0.0522 | -4.17 | |
| 0.0609 | 4.40 | |
| -0.0853 | -4.38 |
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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