Blackrock Muniyld NY Qlty FD GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.69% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 26.75 | |
| 0.1000 | 18.50 | |
| 0.8308 | 195.66 | |
| 0.0671 | 7.68 |
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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