Henderson High Income Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.25% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5431 | 4.04 | |
| 0.1303 | 7.70 | |
| 0.8026 | 32.71 | |
| -0.3892 | -4.85 | |
| 0.5532 | 4.81 | |
| -0.2378 | -3.41 | |
| 0.1811 | 3.37 | |
| -0.2431 | -4.57 | |
| 0.2140 | 2.58 |
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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