Invesco Rochester High Yield Municipal ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.30% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 8.64 | |
| 0.1292 | 7.04 | |
| 0.7522 | 42.33 | |
| 0.0205 | 0.64 |
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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