AVI Japan Opportunity Trust PLC/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.95% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9027 | 4.43 | |
| 0.0960 | 23.21 | |
| 0.9785 | 198.07 | |
| 3.9200 | 11.75 |
Estimation Period:
Oct 23, 2018 to Feb 6, 2026
Oct 23, 2018 to Feb 6, 2026
Other AVI Japan Opportunity Trust PLC/Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds