Invesco Trust FOR INV GR NY GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.51% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6072 | 9.87 | |
| 0.0964 | 34.50 | |
| 0.9762 | 398.44 | |
| 5.8678 | 8.87 |
Estimation Period:
May 13, 1992 to Feb 6, 2026
May 13, 1992 to Feb 6, 2026
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