JPMorgan Claverhouse Investment Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.21% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 12.54 | |
| 0.0048 | 1.95 | |
| 0.9145 | 405.72 | |
| 0.1208 | 19.79 |
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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