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Bloomberg US Municipal Bond Index Total Return Value Unhedged USD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:0.05% (-0.92%)
Analysis last updated: Saturday, January 24, 2026 at 12:51 AM UTC
Date Range:

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graph of Bloomberg US Municipal Bond Index Total Return Value Unhedged USD MF2-GARCH
paramt-stat
m111
α0.75007,499,880.00
β0.0000120.00
γ0.50005,000,000.00
λ17.001130.91
λ20.300031.43
λ30.00000.00
Estimation Period:
Sep 18, 2001 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts