JPMorgan European Discovery Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.12% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6734 | 4.29 | |
| 0.1062 | 7.18 | |
| 0.8218 | 33.17 | |
| -0.2639 | -3.36 | |
| 0.3785 | 3.30 | |
| -0.1766 | -2.44 | |
| 0.1577 | 2.75 | |
| -0.2066 | -3.72 | |
| 0.1158 | 1.39 |
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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