BNY Mellon Municipal Income GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 13.35 | |
| 0.1074 | 13.33 | |
| 0.8066 | 150.25 | |
| 0.0761 | 5.34 |
Estimation Period:
Jan 1, 1998 to Jun 13, 2025
Jan 1, 1998 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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