Blackrock Muniyield Qlty II GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.33% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 22.20 | |
| 0.0996 | 20.17 | |
| 0.8385 | 207.39 | |
| 0.0618 | 5.98 |
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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