JPMorgan American Investment Trust plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.38% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0368 | 13.14 | |
| 0.8576 | 249.65 | |
| 0.1121 | 26.49 | |
| 0.0099 | 6.01 | |
| 0.0161 | 7.09 | |
| 0.9764 | 284.67 |
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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