Invesco Calif Value MUN Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.22% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 27.80 | |
| 0.0967 | 24.14 | |
| 0.8612 | 360.63 | |
| 0.0510 | 6.92 |
Estimation Period:
Jun 10, 1993 to Feb 6, 2026
Jun 10, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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