MFS Municipal Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.41% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1443 | 8.91 | |
| 0.1093 | 7.65 | |
| 0.8256 | 38.42 | |
| -0.0312 | -1.49 | |
| 0.0559 | 1.56 | |
| -0.0509 | -1.39 | |
| 0.0727 | 2.06 | |
| -0.1017 | -3.40 | |
| 0.0821 | 2.92 | |
| -0.0155 | -0.63 | |
| -0.0223 | -1.27 |
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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