Ultra Short Municipal IN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.28% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 4.94 | |
| 0.2709 | 3.32 | |
| 0.3084 | 2.54 | |
| -0.2709 | -3.24 |
Estimation Period:
Jul 25, 2024 to Feb 13, 2026
Jul 25, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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