Invesco Municipal Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.82% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9804 | 7.30 | |
| 0.1342 | 9.16 | |
| 0.8036 | 43.29 | |
| -0.0738 | -2.07 | |
| 0.1224 | 2.26 | |
| -0.1011 | -2.05 | |
| 0.1439 | 2.10 | |
| -0.1695 | -2.04 | |
| 0.0758 | 1.08 | |
| 0.0438 | 0.91 | |
| -0.0446 | -1.29 | |
| -0.0089 | -0.41 |
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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