V-Lab
JPMorgan American Investment Trust plc AGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:17.50% (-0.34%)
Analysis last updated: Saturday, September 21, 2024 at 12:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 18.59 | |
| 0.0987 | 41.27 | |
| 0.8601 | 287.77 | |
| 0.4166 | 23.15 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
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