Putnam Municipal Opportunities Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.43% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 22.64 | |
| 0.1036 | 21.62 | |
| 0.8210 | 166.88 | |
| 0.1032 | 10.47 |
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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