VanEck High Yield Muni ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.76% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6475 | 2.77 | |
| 0.2539 | 4.90 | |
| 0.7171 | 16.15 | |
| 0.0750 | 1.64 | |
| -0.1582 | -2.36 | |
| 0.2323 | 4.85 | |
| -0.3367 | -4.86 |
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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