JPMorgan Claverhouse Investment Trust PLC/Fund APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.08% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 22.38 | |
| 0.0625 | 22.80 | |
| 0.9252 | 426.15 | |
| 0.7941 | 15.25 | |
| 1.2509 | 31.87 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other JPMorgan Claverhouse Investment Trust PLC/Fund Analyses
Other APARCH Analyses on Closed-end Funds