Intermediate Muni Income ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.45% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4567 | -9.07 | |
| 0.6662 | 14.51 | |
| 0.8601 | 63.23 | |
| 0.0859 | 2.51 |
Estimation Period:
Jul 10, 2024 to Feb 6, 2026
Jul 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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