Invesco Select Trust Plc- UK GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 15.33 | |
| 0.0802 | 12.14 | |
| 0.8549 | 185.76 | |
| 0.1299 | 8.27 |
Estimation Period:
Jan 9, 2007 to May 3, 2024
Jan 9, 2007 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Invesco Select Trust Plc- UK Analyses
Other GJR-GARCH Analyses on Closed-end Funds