Invesco Rochester High Yield Municipal ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.22% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0207 | 7.55 | |
| 0.1395 | 3.41 | |
| 0.7385 | 9.11 | |
| -0.0187 | -0.14 |
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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