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Invesco Select Trust Plc- UK Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 9, 2024 at 08:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invesco Select Trust Plc- UK S0GARCH
paramt-stat
ω1.07012.87
α0.16714.16
β0.762710.80
γ1-2.6110-2.44
γ23.86622.37
γ3-0.2958-0.24
γ4-2.4489-1.53
γ51.86991.15
γ60.42020.37
γ7-1.3101-1.66
γ80.92951.35
γ9-0.9709-1.46
γ100.62281.25
Estimation Period:
Jan 9, 2007 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts