JPMorgan Global Core Real Assets Ltd/The Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.02% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 13.92 | |
| 0.2746 | 14.80 | |
| 0.9555 | 250.67 | |
| -0.0375 | -2.03 |
Estimation Period:
Sep 24, 2019 to Feb 6, 2026
Sep 24, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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