Invesco Calif Value MUN Incm Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.15% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4643 | 7.75 | |
| 0.1357 | 9.65 | |
| 0.7982 | 45.19 | |
| -0.0134 | -0.65 | |
| 0.0120 | 0.37 | |
| 0.0531 | 2.02 | |
| -0.1042 | -4.16 | |
| 0.0552 | 2.24 | |
| 0.0519 | 2.11 | |
| -0.1241 | -3.39 |
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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