JPMorgan European Discovery Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.64% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6756 | 4.30 | |
| 0.1058 | 7.19 | |
| 0.8228 | 33.52 | |
| -0.2627 | -3.34 | |
| 0.3778 | 3.29 | |
| -0.1797 | -2.48 | |
| 0.1685 | 2.99 | |
| -0.2350 | -4.93 | |
| 0.1951 | 5.73 |
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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