Invesco Rochester High Yield Municipal ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.14% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1842 | 14.46 | |
| 0.6656 | 15.23 | |
| -0.0388 | -2.18 | |
| 0.0373 | 0.06 | |
| 0.1142 | 0.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 13, 2022 to Feb 6, 2026
Dec 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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