VanEck High Yield Muni ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.14% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5737 | 2.73 | |
| 0.2617 | 4.95 | |
| 0.7082 | 16.02 | |
| 0.0262 | 0.12 | |
| 0.0606 | 0.20 | |
| -0.1823 | -0.93 | |
| 0.0947 | 0.54 | |
| -0.0633 | -0.35 | |
| 0.5121 | 2.20 | |
| -0.9222 | -3.33 | |
| 0.6141 | 3.02 |
Estimation Period:
Feb 5, 2009 to Feb 6, 2026
Feb 5, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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