CC Japan Income & Growth Trust plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.75% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 13.18 | |
| 0.0432 | 7.45 | |
| 0.8711 | 198.75 | |
| 0.1133 | 10.21 |
Estimation Period:
Dec 15, 2015 to Feb 13, 2026
Dec 15, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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