DTF Tax-Free IN 2028 T F Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.25% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0260 | -11.76 | |
| 0.2356 | 26.74 | |
| 0.9596 | 395.56 | |
| -0.0537 | -8.44 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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