Invesco Value Muni Incm TR GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.41% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 25.66 | |
| 0.0981 | 19.11 | |
| 0.8327 | 197.75 | |
| 0.0914 | 9.92 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Value Muni Incm TR Analyses
Other GJR-GARCH Analyses on Closed-end Funds