Invesco California AMT-Free Municipal Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.77% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5889 | 4.18 | |
| 0.1411 | 7.45 | |
| 0.8463 | 47.64 | |
| 0.0113 | 2.92 |
Estimation Period:
Oct 19, 2007 to Feb 6, 2026
Oct 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco California AMT-Free Municipal Bond ETF Analyses
Other Spline-GARCH Analyses on ETFs