Invesco Rochester High Yield Municipal ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.42% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 6.84 | |
| 0.1263 | 8.25 | |
| 0.9111 | 63.73 | |
| 5.6725 | 2.52 |
Estimation Period:
Dec 13, 2022 to Feb 6, 2026
Dec 13, 2022 to Feb 6, 2026
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