Blackrock Munihld NY Qlty FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.11% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 26.50 | |
| 0.0840 | 21.87 | |
| 0.8473 | 233.86 | |
| 0.0811 | 9.86 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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