JPMorgan American Investment Trust plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.57% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9874 | 12.84 | |
| 0.1118 | 10.51 | |
| 0.8472 | 65.17 | |
| 0.0000 | 0.05 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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