JFT Strategies Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.92% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.32 | |
| 0.1926 | 18.97 | |
| 0.9728 | 497.86 | |
| -0.0118 | -0.94 |
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
Other EGARCH Analyses on Closed-end Funds