AVI Japan Opportunity Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.53% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 18.22 | |
| 0.0905 | 9.64 | |
| 0.8123 | 127.93 | |
| 0.1326 | 6.29 |
Estimation Period:
Oct 23, 2018 to Feb 6, 2026
Oct 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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