Invesco Senior Income Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.21% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8892 | 4.56 | |
| 0.1391 | 8.90 | |
| 0.8229 | 46.22 | |
| -0.0676 | -1.28 | |
| 0.1596 | 2.14 | |
| -0.1782 | -4.76 | |
| 0.1168 | 3.54 | |
| -0.0031 | -0.09 | |
| -0.0280 | -0.63 |
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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