Franklin Municipal Green Bond Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.94% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 9.66 | |
| 0.1487 | 11.84 | |
| 0.7769 | 82.18 | |
| 0.0938 | 4.34 |
Estimation Period:
Sep 5, 2017 to Feb 6, 2026
Sep 5, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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