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	param	t-stat
$ω$	1.4106	9.03
$α$	0.1451	6.81
$β$	0.8067	37.37
$γ_{1}$	0.0064	1.67
$γ_{2}$	-0.0108	-1.23

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BNY Mellon Municipal Income Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other BNY Mellon Municipal Income Analyses