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Blackrock Muniyield Qlty II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.75% (-0.50%)
Analysis last updated: Friday, February 6, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blackrock Muniyield Qlty II S0GARCH
paramt-stat
ω0.67014.34
α0.15908.24
β0.770630.78
γ1-0.3254-3.11
γ20.44002.96
γ3-0.1375-1.18
γ40.08510.72
γ5-0.1331-1.45
γ60.10121.20
γ7-0.1270-1.38
γ80.30813.80
γ9-0.3872-5.12
γ100.22753.83
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts