BNY Mellon MUN BD Infrastruc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.79% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -0.69 | |
| 0.2972 | 29.37 | |
| 0.9685 | 311.31 | |
| -0.0117 | -1.39 |
Estimation Period:
Apr 26, 2013 to Feb 13, 2026
Apr 26, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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