MFS Investment Grade Muni TR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.54% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 24.12 | |
| 0.0804 | 22.58 | |
| 0.8797 | 350.89 | |
| 0.0573 | 7.62 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MFS Investment Grade Muni TR Analyses
Other GJR-GARCH Analyses on Closed-end Funds