JFT Strategies Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.06% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0117 | 15.13 | |
| 0.0822 | 17.77 | |
| 0.9033 | 190.94 | |
| 0.0278 | 0.90 |
Estimation Period:
May 21, 2012 to Feb 6, 2026
May 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other JFT Strategies Fund Analyses
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