Invesco Trust FOR INV GR MUN Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.95% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3384 | 8.98 | |
| 0.1224 | 9.03 | |
| 0.8373 | 49.94 | |
| -0.0090 | -0.58 | |
| 0.0124 | 0.50 | |
| 0.0237 | 1.37 | |
| -0.0641 | -3.88 | |
| 0.0676 | 3.77 | |
| -0.0429 | -3.11 |
Estimation Period:
Feb 19, 1992 to Feb 6, 2026
Feb 19, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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