JPMorgan American Investment Trust plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:13.08% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 25.49 | |
| 0.0379 | 13.90 | |
| 0.8728 | 313.60 | |
| 0.1069 | 17.27 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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