JPMorgan China Growth & Income GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.67% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1062 | 17.39 | |
| 0.0552 | 12.17 | |
| 0.8885 | 238.66 | |
| 0.0572 | 7.00 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other JPMorgan China Growth & Income Analyses
Other GJR-GARCH Analyses on Closed-end Funds