JPMorgan Claverhouse Investment Trust PLC/Fund GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.71% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 18.42 | |
| 0.0901 | 33.17 | |
| 0.8925 | 300.62 |
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 GARCH Analyses on Closed-end Funds