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JPMorgan Emerging Europe Middle East & Africa Securities PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.51% (-1.89%)
Analysis last updated: Saturday, February 14, 2026 at 01:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of JPMorgan Emerging Europe Middle East & Africa Securities PLC SGARCH
paramt-stat
ω0.51392.09
α0.13856.63
β0.805134.75
γ1-0.3699-1.28
γ20.35520.95
γ30.16471.12
γ4-0.2971-2.31
γ50.26401.78
γ6-0.1729-1.02
γ70.31681.45
γ8-0.7007-1.90
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts