DTF Tax-Free IN 2028 T F Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.78% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 20.83 | |
| 0.0859 | 18.94 | |
| 0.8475 | 181.31 | |
| 0.0722 | 6.05 |
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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