Intermediate Muni Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.57% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 13.93 | |
| 0.4235 | 5.55 | |
| 0.5953 | 39.56 | |
| -0.0860 | -0.84 |
Estimation Period:
Jul 10, 2024 to Feb 13, 2026
Jul 10, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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