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Bloomberg US Municipal Bond Index Total Return Value Unhedged USD EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:1.69% (+0.07%)
Analysis last updated: Friday, February 6, 2026 at 08:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Bloomberg US Municipal Bond Index Total Return Value Unhedged USD EGARCH
paramt-stat
ω-0.1481-20.12
α0.315445.74
β0.9512480.89
γ-0.0580-12.62
Estimation Period:
Sep 18, 2001 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts