JPMorgan European Growth & Income plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.29% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 13.37 | |
| 0.0165 | 4.57 | |
| 0.8895 | 271.87 | |
| 0.1312 | 14.15 |
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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