Invesco Municipal Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.48% (-6.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.6757 | 6,756,660.00 | |
| 0.0743 | 743,340.00 | |
| 0.5000 | 5,000,000.00 | |
| 3.6650 | 10.69 | |
| 0.5859 | 10.02 | |
| 0.0000 | 0.00 |
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 MF2-GARCH Analyses on Closed-end Funds