JPMorgan European Growth & Income plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.53% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0200 | 4.15 | |
| 0.8183 | 107.69 | |
| 0.1682 | 24.70 | |
| 0.0129 | 3.48 | |
| 0.0317 | 3.53 | |
| 0.9618 | 89.33 |
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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