Invesco Income Growth Trust PLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7374 | 7.64 | |
| 0.0860 | 5.95 | |
| 0.8715 | 41.16 | |
| -0.1878 | -3.68 | |
| 0.2761 | 3.40 | |
| -0.1357 | -2.19 | |
| 0.2043 | 2.61 |
Estimation Period:
Jan 2, 2007 to Apr 16, 2021
Jan 2, 2007 to Apr 16, 2021
News Impact Curve
Volatility Forecasts
Other Invesco Income Growth Trust PLC Analyses
Other Spline-GARCH Analyses on Closed-end Funds