JPMorgan Emerging Europe Middle East & Africa Securities PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:58.08% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5067 | 3.05 | |
| 0.1328 | 6.40 | |
| 0.8068 | 33.15 | |
| -0.3124 | -2.71 | |
| 0.4392 | 2.74 | |
| -0.1779 | -2.14 | |
| 0.0739 | 1.06 | |
| 0.0889 | 1.26 | |
| -0.2206 | -3.69 |
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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