JPMorgan Japanese Investment Trust plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.96% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9921 | 8.90 | |
| 0.0753 | 23.32 | |
| 0.9789 | 375.78 | |
| 7.2253 | 4.48 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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