JPMorgan Japanese Investment Trust plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.52% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 16.59 | |
| 0.0465 | 12.29 | |
| 0.8895 | 238.35 | |
| 0.0734 | 8.19 |
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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