JPMorgan American Investment Trust plc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:12.54% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0369 | 13.15 | |
| 0.8570 | 248.40 | |
| 0.1122 | 26.39 | |
| 0.0100 | 5.98 | |
| 0.0166 | 7.08 | |
| 0.9759 | 277.23 |
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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