Invesco California AMT-Free Municipal Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.97% (+9.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 17.12 | |
| 0.1365 | 29.65 | |
| 0.8586 | 220.09 | |
| 0.0478 | 11.79 |
Estimation Period:
Oct 19, 2007 to Feb 6, 2026
Oct 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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