Invesco Trust FOR INV GR NY GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.42% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 23.24 | |
| 0.0527 | 20.59 | |
| 0.8808 | 314.11 | |
| 0.0884 | 11.45 |
Estimation Period:
May 13, 1992 to Feb 6, 2026
May 13, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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