JPMorgan Japanese Investment Trust plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.63% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1192 | 8.83 | |
| 0.0909 | 6.05 | |
| 0.8657 | 40.40 | |
| -0.0247 | -2.38 | |
| 0.0458 | 2.99 | |
| -0.0274 | -3.30 |
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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