Invesco Value Muni Incm TR Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.15% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9775 | 6.48 | |
| 0.1586 | 7.27 | |
| 0.7858 | 28.30 | |
| -0.0533 | -2.03 | |
| 0.0973 | 2.43 | |
| -0.0472 | -1.68 | |
| -0.0500 | -2.06 | |
| 0.1391 | 5.11 | |
| -0.1803 | -4.12 |
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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