Invesco Municipal Trust AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.41% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 15.06 | |
| 0.0993 | 34.55 | |
| 0.8763 | 254.36 | |
| 0.2325 | 19.52 |
Estimation Period:
Nov 21, 1991 to Feb 6, 2026
Nov 21, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Municipal Trust Analyses
Other AGARCH Analyses on Closed-end Funds