VanEck Long Muni ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.28% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6533 | 2.91 | |
| 0.1533 | 8.75 | |
| 0.8408 | 48.88 | |
| 0.0013 | 1.02 |
Estimation Period:
Jan 16, 2008 to Feb 6, 2026
Jan 16, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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