Invesco Rochester High Yield Municipal ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.34% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2791 | -6.36 | |
| 0.2239 | 12.46 | |
| 0.9063 | 62.95 | |
| -0.0390 | -2.69 |
Estimation Period:
Dec 13, 2022 to Feb 13, 2026
Dec 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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