Blackrock Munihld NJ Qlty FD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.40% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 24.49 | |
| 0.0734 | 22.36 | |
| 0.8612 | 268.96 | |
| 0.0879 | 10.19 |
Estimation Period:
Mar 12, 1998 to Feb 6, 2026
Mar 12, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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