JPMorgan China Growth & Income Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.20% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1045 | 4.15 | |
| 0.1049 | 7.29 | |
| 0.8166 | 31.05 | |
| -0.1803 | -2.30 | |
| 0.3078 | 2.83 | |
| -0.1825 | -3.13 | |
| 0.1368 | 2.83 | |
| -0.1828 | -3.66 | |
| 0.1130 | 1.52 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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