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	param	t-stat
$ω$	0.6453	2.77
$α$	0.1500	6.30
$β$	0.7888	27.76
$γ_{1}$	-0.4126	-0.99
$γ_{2}$	0.6982	1.16
$γ_{3}$	-0.6704	-1.37
$γ_{4}$	0.9763	2.10
$γ_{5}$	-1.2356	-2.88
$γ_{6}$	1.5723	2.82
$γ_{7}$	-2.1419	-2.89
$γ_{8}$	1.8798	2.96
$γ_{9}$	-0.7512	-2.25

V-Lab

BNY Mellon MUN BD Infrastruc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.28% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BNY Mellon MUN BD Infrastruc Analyses