Invesco Bond Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.39% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 21.99 | |
| 0.0984 | 17.51 | |
| 0.8781 | 275.95 | |
| 0.0097 | 0.99 |
Estimation Period:
Oct 27, 1994 to Feb 6, 2026
Oct 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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