Fidelity Systematic MUN Indx EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.17% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4056 | -6.85 | |
| 0.2715 | 7.17 | |
| 0.8758 | 46.42 | |
| -0.1348 | -5.63 |
Estimation Period:
Apr 7, 2025 to Feb 6, 2026
Apr 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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