Invesco California AMT-Free Municipal Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.73% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0282 | -8.85 | |
| 0.2599 | 31.39 | |
| 0.9812 | 675.26 | |
| -0.0547 | -8.45 |
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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