Fidelity Systematic MUN Indx GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.24% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 9.00 | |
| 0.0843 | 4.57 | |
| 0.6197 | 21.61 | |
| 0.3114 | 4.43 |
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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