Blackrock Muniyld PA Qlty FD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.28% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5251 | 7.55 | |
| 0.1835 | 10.13 | |
| 0.7651 | 39.47 | |
| 0.0036 | 3.88 |
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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