BNY Mellon MUN BD Infrastruc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.03% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 10.37 | |
| 0.1332 | 11.47 | |
| 0.8460 | 120.45 | |
| 0.0080 | 0.51 |
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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