Invesco New York AMT-Free Municipal Bond ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.16% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 19.80 | |
| 0.1364 | 28.66 | |
| 0.8553 | 219.20 |
Estimation Period:
Oct 11, 2007 to Feb 13, 2026
Oct 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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