Invesco Floating Rate Municipal Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.00% (-4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8627 | 10.98 | |
| 0.0858 | 127.94 | |
| 0.9990 | 11,100.00 | |
| 2.0022 | 133,482.33 |
Estimation Period:
Nov 15, 2007 to Feb 6, 2026
Nov 15, 2007 to Feb 6, 2026
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