CC Japan Income & Growth Trust plc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.38% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 8.76 | |
| 0.1096 | 26.22 | |
| 0.8593 | 175.93 | |
| 0.4903 | 8.79 |
Estimation Period:
Dec 15, 2015 to Feb 6, 2026
Dec 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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