JPMorgan Claverhouse Investment Trust PLC/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.63% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4928 | 9.26 | |
| 0.0759 | 27.95 | |
| 0.9830 | 533.06 | |
| 7.8856 | 4.32 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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