Invesco High Income Trust II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.33% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0956 | 6.25 | |
| 0.1815 | 7.79 | |
| 0.7771 | 35.44 | |
| 0.0033 | 0.17 | |
| 0.0414 | 1.39 | |
| -0.1138 | -4.12 | |
| 0.1032 | 3.27 | |
| -0.0389 | -1.49 | |
| 0.0257 | 1.19 | |
| -0.0321 | -2.03 |
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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