Invesco Interm Municipal ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.93% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6383 | -9.98 | |
| 0.3160 | 10.89 | |
| 0.8159 | 47.14 | |
| -0.1720 | -7.08 |
Estimation Period:
Jul 23, 2025 to Feb 6, 2026
Jul 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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