Invesco Quality Muni Income GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.55% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 29.10 | |
| 0.0876 | 20.32 | |
| 0.8048 | 187.99 | |
| 0.1329 | 12.41 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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