INVESCO Asia Dragon Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.40% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8882 | 6.67 | |
| 0.0920 | 7.03 | |
| 0.8679 | 48.62 | |
| -0.0307 | -2.55 | |
| 0.0682 | 3.68 | |
| -0.1068 | -4.56 |
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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