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Invesco High Income 2024 Target Term Fund 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 SGARCH
paramt-stat
ω1.12673.10
α0.18305.04
β0.717514.88
γ13.19761.29
γ2-5.7252-1.30
γ34.76151.63
γ4-5.1092-3.45
γ56.24535.10
γ6-5.9411-4.62
γ72.91331.92
γ81.55610.53
Estimation Period:
Nov 30, 2017 to Nov 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts