Invesco California AMT-Free Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.32% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3337 | 3.54 | |
| 0.1376 | 8.25 | |
| 0.8565 | 53.38 | |
| 0.0003 | 0.29 |
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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