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Invesco Select Trust Plc- UK 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 SGARCH
paramt-stat
ω1.04832.84
α0.16714.15
β0.763010.77
γ1-2.6926-2.54
γ23.98702.46
γ3-0.3512-0.28
γ4-2.4294-1.51
γ51.86261.14
γ60.43760.38
γ7-1.3559-1.71
γ81.04441.45
γ9-1.2621-1.54
γ101.40521.08
Estimation Period:
Jan 9, 2007 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts