Invesco Municipal Income OPP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.26% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 23.27 | |
| 0.0928 | 21.81 | |
| 0.8407 | 223.10 | |
| 0.0814 | 6.84 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Municipal Income OPP Analyses
Other GJR-GARCH Analyses on Closed-end Funds