Invesco Trust FOR INV GR MUN Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.77% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9563 | 6.87 | |
| 0.1266 | 8.81 | |
| 0.8184 | 42.65 | |
| -0.1355 | -3.21 | |
| 0.2118 | 3.43 | |
| -0.1437 | -3.71 | |
| 0.1746 | 3.98 | |
| -0.1893 | -3.45 | |
| 0.1023 | 1.95 | |
| -0.0367 | -0.82 | |
| 0.0926 | 2.22 | |
| -0.2354 | -3.15 |
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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