JPMorgan Japanese Investment Trust plc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.64% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0422 | 10.60 | |
| 0.8034 | 68.67 | |
| 0.1108 | 15.19 | |
| 0.0112 | 3.83 | |
| 0.0270 | 4.20 | |
| 0.9672 | 126.46 |
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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