JPMorgan European Discovery Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.85% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0593 | 18.39 | |
| 0.0363 | 11.22 | |
| 0.8781 | 269.84 | |
| 0.1030 | 12.39 |
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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