Invesco Municipal Trust GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.14% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 18.01 | |
| 0.1128 | 35.96 | |
| 0.8647 | 230.29 |
Estimation Period:
Nov 21, 1991 to Feb 6, 2026
Nov 21, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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