JPMorgan Claverhouse Investment Trust PLC/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.37% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.7828 | 66.06 | |
| 0.1840 | 24.80 | |
| 0.0235 | 1.62 | |
| 0.1092 | 1.61 | |
| 0.8738 | 11.24 |
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 MF2-GARCH Analyses on Closed-end Funds