Federated Hermes Premier MUN GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.32% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 23.71 | |
| 0.1216 | 17.28 | |
| 0.8576 | 229.49 | |
| 0.0161 | 1.56 |
Estimation Period:
Dec 20, 2002 to Feb 6, 2026
Dec 20, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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