Invesco Municipal Oppty TR GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.97% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 27.28 | |
| 0.0725 | 22.36 | |
| 0.8613 | 296.81 | |
| 0.0906 | 11.56 |
Estimation Period:
Jun 3, 1992 to Feb 13, 2026
Jun 3, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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