JPMorgan Claverhouse Investment Trust PLC/Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.99% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 3.16 | |
| 0.0810 | 35.84 | |
| 0.8928 | 314.59 | |
| 0.6260 | 22.03 |
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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