MFS Municipal Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.55% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 22.73 | |
| 0.0709 | 20.27 | |
| 0.8634 | 274.62 | |
| 0.0650 | 7.52 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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