JPMorgan Japanese Investment Trust plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.74% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3795 | 10.35 | |
| 0.0886 | 5.94 | |
| 0.8747 | 43.74 | |
| 0.0050 | 2.75 |
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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