Invesco California AMT-Free Municipal Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.81% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7292 | 7,292,100.00 | |
| 0.0208 | 207,900.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0510 | 7.30 | |
| 0.3088 | 17.74 | |
| 0.1608 | 3.26 |
Estimation Period:
Oct 19, 2007 to Feb 13, 2026
Oct 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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