Invesco Senior Income Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.78% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 24.24 | |
| 0.0661 | 18.37 | |
| 0.8522 | 264.09 | |
| 0.1334 | 12.31 |
Estimation Period:
Jun 24, 1998 to Feb 6, 2026
Jun 24, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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