Invesco Interm Municipal ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.34% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 4.04 | |
| 0.0238 | 1.61 | |
| 0.9290 | 54.56 | |
| -0.0238 | -0.80 |
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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