Invesco Trust FOR INV GR NY Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.52% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2757 | 7.41 | |
| 0.1220 | 7.76 | |
| 0.8221 | 42.62 | |
| -0.0213 | -1.31 | |
| 0.0372 | 1.58 | |
| -0.0054 | -0.39 | |
| -0.0420 | -3.26 | |
| 0.0761 | 4.66 | |
| -0.0916 | -3.38 |
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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