INVESCO Asia Dragon Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.90% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 16.84 | |
| 0.0384 | 11.21 | |
| 0.8968 | 284.88 | |
| 0.0831 | 11.12 |
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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