V-Lab
JPMorgan American Investment Trust plc APARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:20.82% (-0.19%)
Analysis last updated: Sunday, November 10, 2024 at 04:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0489 | 28.55 | |
| 0.0912 | 34.72 | |
| 0.8764 | 293.31 | |
| 0.3436 | 18.89 | |
| 1.6892 | 34.65 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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