Blackrock Muniyld PA Qlty FD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.17% (+1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 28.80 | |
| 0.1325 | 21.55 | |
| 0.7843 | 195.14 | |
| 0.0926 | 7.30 |
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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