Invesco Calif Value MUN Incm Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.35% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4890 | 7.76 | |
| 0.1368 | 9.74 | |
| 0.7985 | 45.90 | |
| -0.0110 | -0.53 | |
| 0.0086 | 0.26 | |
| 0.0550 | 2.07 | |
| -0.1068 | -4.24 | |
| 0.0622 | 2.55 | |
| 0.0319 | 1.47 | |
| -0.0664 | -4.43 |
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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