JPMorgan Emerging Europe Middle East & Africa Securities PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.51% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5139 | 2.09 | |
| 0.1385 | 6.63 | |
| 0.8051 | 34.75 | |
| -0.3699 | -1.28 | |
| 0.3552 | 0.95 | |
| 0.1647 | 1.12 | |
| -0.2971 | -2.31 | |
| 0.2640 | 1.78 | |
| -0.1729 | -1.02 | |
| 0.3168 | 1.45 | |
| -0.7007 | -1.90 |
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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