Blackrock Muniyld PA Qlty FD EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.18% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0268 | -13.55 | |
| 0.3035 | 48.92 | |
| 0.9450 | 475.85 | |
| -0.0656 | -11.87 |
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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