Invesco High Income Trust II Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.10% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0338 | 6.45 | |
| 0.1826 | 7.54 | |
| 0.7705 | 33.20 | |
| 0.0016 | 0.09 | |
| 0.0447 | 1.56 | |
| -0.1175 | -4.42 | |
| 0.1090 | 3.58 | |
| -0.0520 | -2.03 | |
| 0.0589 | 2.28 | |
| -0.1185 | -2.93 |
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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