V-Lab
JPMorgan American Investment Trust plc EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:21.33% (-0.01%)
Analysis last updated: Sunday, November 10, 2024 at 04:08 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 10.77 | |
| 0.1858 | 40.83 | |
| 0.9595 | 595.58 | |
| -0.0735 | -18.43 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other JPMorgan American Investment Trust plc Analyses