Invesco High Income Trust II GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.27% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 15.44 | |
| 0.0743 | 22.11 | |
| 0.8908 | 379.41 | |
| 0.0696 | 8.89 |
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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