Invesco High Income Trust II EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.28% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 9.42 | |
| 0.2020 | 45.32 | |
| 0.9896 | 949.67 | |
| -0.0631 | -11.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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