Invesco Select Trust Plc- UK EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 16.92 | |
| 0.2463 | 28.87 | |
| 0.9688 | 645.88 | |
| -0.0754 | -8.46 |
Estimation Period:
Jan 9, 2007 to May 3, 2024
Jan 9, 2007 to May 3, 2024
News Impact Curve
Volatility Forecasts
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