Invesco Municipal Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.34% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9177 | 7.26 | |
| 0.1372 | 9.11 | |
| 0.7912 | 40.31 | |
| -0.0929 | -2.70 | |
| 0.1523 | 2.92 | |
| -0.1219 | -2.59 | |
| 0.1647 | 2.52 | |
| -0.1920 | -2.44 | |
| 0.1003 | 1.51 | |
| 0.0104 | 0.22 | |
| 0.0235 | 0.62 | |
| -0.1901 | -3.18 |
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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