MFS Investment Grade Muni TR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.53% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0027 | 4.63 | |
| 0.1209 | 8.53 | |
| 0.8263 | 44.15 | |
| -0.0741 | -2.08 | |
| 0.1416 | 2.90 | |
| -0.1366 | -4.97 | |
| 0.1049 | 4.23 | |
| -0.0307 | -1.42 | |
| -0.0109 | -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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