Fidelity Systematic MUN Indx Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.07% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3662 | 5.28 | |
| 0.1550 | 1.54 | |
| 0.4157 | 2.41 | |
| 2.2392 | 3.76 |
Estimation Period:
Apr 7, 2025 to Feb 6, 2026
Apr 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidelity Systematic MUN Indx Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs