Invesco Senior Income Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.87% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8916 | 4.60 | |
| 0.1393 | 8.85 | |
| 0.8219 | 45.29 | |
| -0.0649 | -1.23 | |
| 0.1543 | 2.07 | |
| -0.1718 | -4.58 | |
| 0.1067 | 3.23 | |
| 0.0155 | 0.44 | |
| -0.0709 | -2.27 |
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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