Bloomberg US Municipal Bond Index Total Return Value Unhedged USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:1.79% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 5.89 | |
| 0.1773 | 30.17 | |
| 0.9494 | 113.79 | |
| 3.2479 | 22.60 |
Estimation Period:
Sep 18, 2001 to Apr 4, 2025
Sep 18, 2001 to Apr 4, 2025
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