Skip to main content
V-Lab

Invesco High Income 2024 Target Term Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 25, 2024 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Invesco High Income 2024 Target Term Fund S0GARCH
paramt-stat
ω1.10183.13
α0.17684.82
β0.716213.91
γ13.13961.28
γ2-5.5876-1.29
γ34.62301.59
γ4-5.0731-3.45
γ56.39685.35
γ6-6.3864-5.15
γ73.99862.96
γ8-1.0449-0.91
Estimation Period:
Nov 30, 2017 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts