JPMorgan American Investment Trust plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.99% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 25.49 | |
| 0.0377 | 13.86 | |
| 0.8730 | 314.14 | |
| 0.1070 | 17.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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