Invesco Municipal Trust EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.34% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0065 | -4.86 | |
| 0.1854 | 35.40 | |
| 0.9730 | 554.42 | |
| -0.0640 | -11.72 |
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 EGARCH Analyses on Closed-end Funds