Henderson High Income Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.90% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5447 | 4.05 | |
| 0.1300 | 7.69 | |
| 0.8034 | 32.79 | |
| -0.3871 | -4.83 | |
| 0.5493 | 4.77 | |
| -0.2339 | -3.35 | |
| 0.1753 | 3.32 | |
| -0.2320 | -5.03 | |
| 0.1871 | 5.31 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Henderson High Income Trust PLC Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds