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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%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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to

6M ·

1Y ·

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graph of Bloomberg US Municipal Bond Index Total Return Value Unhedged USD GAS-GARCH-T
paramt-stat
ω0.04345.89
α0.177330.17
β0.9494113.79
ν3.247922.60
Estimation Period:
Sep 18, 2001 to Apr 4, 2025