Invesco Rochester High Yield Municipal ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.29% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0530 | 7.96 | |
| 0.1411 | 3.47 | |
| 0.7399 | 9.23 | |
| 0.0140 | 0.45 |
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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