INVESCO Asia Dragon Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.70% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 12.11 | |
| 0.1597 | 31.13 | |
| 0.9694 | 507.25 | |
| -0.0680 | -12.86 |
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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