Blackrock Muniyield Qlty II EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.23% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0158 | -10.66 | |
| 0.2508 | 38.83 | |
| 0.9617 | 518.74 | |
| -0.0474 | -8.28 |
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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