CC Japan Income & Growth Trust plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.53% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6725 | 6.19 | |
| 0.1510 | 5.11 | |
| 0.7193 | 12.34 | |
| 0.0835 | 1.50 | |
| -0.1872 | -2.33 | |
| 0.1417 | 3.81 |
Estimation Period:
Dec 15, 2015 to Feb 6, 2026
Dec 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CC Japan Income & Growth Trust plc Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds