Invesco Calif Value MUN Incm GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:7.47% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 24.37 | |
| 0.1247 | 48.80 | |
| 0.8602 | 355.45 |
Estimation Period:
Jun 10, 1993 to Feb 13, 2026
Jun 10, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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