Henderson High Income Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.69% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 15.35 | |
| 0.0313 | 9.27 | |
| 0.8946 | 316.67 | |
| 0.1170 | 15.74 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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