JPMorgan Emerging Europe Middle East & Africa Securities PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.33% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 8.29 | |
| 0.0316 | 7.12 | |
| 0.9481 | 305.84 | |
| 0.0405 | 5.80 |
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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