Invesco PA Value MUN Incm TR Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.86% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4517 | 7.08 | |
| 0.1202 | 9.59 | |
| 0.8308 | 55.13 | |
| -0.0377 | -2.30 | |
| 0.0747 | 3.11 | |
| -0.0380 | -2.22 | |
| -0.0319 | -1.76 | |
| 0.0829 | 4.53 | |
| -0.1029 | -3.46 |
Estimation Period:
Jun 10, 1993 to Feb 6, 2026
Jun 10, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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