Invesco High Income 2024 Target Term Fund GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 10.57 | |
| 0.2939 | 5.14 | |
| 0.7590 | 120.04 | |
| -0.1162 | -1.40 |
Estimation Period:
Nov 30, 2017 to Nov 22, 2024
Nov 30, 2017 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
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