JPMorgan Claverhouse Investment Trust PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.01% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6756 | 7.89 | |
| 0.1113 | 6.78 | |
| 0.8114 | 32.43 | |
| -0.3013 | -5.92 | |
| 0.4167 | 5.22 | |
| -0.1640 | -2.94 | |
| 0.1480 | 3.17 | |
| -0.2326 | -4.64 | |
| 0.2143 | 2.80 |
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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