JPMorgan American Investment Trust plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.91% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0281 | 11.14 | |
| 0.1122 | 10.54 | |
| 0.8468 | 65.08 | |
| 0.0004 | 0.91 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other JPMorgan American Investment Trust plc Analyses
Other Spline-GARCH Analyses on Closed-end Funds