BNY Mellon MUN BD Infrastruc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.65% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 12.21 | |
| 0.1401 | 28.18 | |
| 0.8429 | 145.75 | |
| 0.0250 | 1.60 |
Estimation Period:
Apr 26, 2013 to Feb 6, 2026
Apr 26, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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