JPMorgan European Investment Trust plc - Income GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 19.11 | |
| 0.0392 | 12.35 | |
| 0.8675 | 268.81 | |
| 0.1420 | 14.21 |
Estimation Period:
Jan 2, 2007 to Jan 28, 2022
Jan 2, 2007 to Jan 28, 2022
News Impact Curve
Volatility Forecasts
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