JPMorgan Claverhouse Investment Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.78% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6765 | 7.89 | |
| 0.1110 | 6.77 | |
| 0.8118 | 32.47 | |
| -0.2992 | -5.88 | |
| 0.4125 | 5.17 | |
| -0.1594 | -2.87 | |
| 0.1412 | 3.10 | |
| -0.2193 | -5.10 | |
| 0.1822 | 5.34 |
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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