JPMorgan Emerging Europe Middle East & Africa Securities PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.74% (+3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 7.81 | |
| 0.0573 | 17.09 | |
| 0.9427 | 275.73 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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