MFS Municipal Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.79% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1196 | 9.04 | |
| 0.1106 | 7.53 | |
| 0.8195 | 36.67 | |
| -0.0386 | -1.91 | |
| 0.0681 | 1.99 | |
| -0.0592 | -1.71 | |
| 0.0776 | 2.30 | |
| -0.1013 | -3.49 | |
| 0.0717 | 2.54 | |
| 0.0163 | 0.54 | |
| -0.1099 | -2.35 |
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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