Invesco Calif Value MUN Incm GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.14% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8368 | 7.01 | |
| 0.0986 | 37.43 | |
| 0.9857 | 495.34 | |
| 6.0091 | 10.08 |
Estimation Period:
Jun 10, 1993 to Feb 6, 2026
Jun 10, 1993 to Feb 6, 2026
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