Invesco Value Muni Incm TR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.96% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0549 | 6.63 | |
| 0.1574 | 7.71 | |
| 0.7957 | 32.51 | |
| -0.0344 | -2.04 | |
| 0.0829 | 3.19 | |
| -0.1020 | -5.30 | |
| 0.0950 | 5.61 | |
| -0.0564 | -4.63 |
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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