JFT Strategies Fund GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.68% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 14.38 | |
| 0.0825 | 17.43 | |
| 0.9028 | 187.08 |
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 GARCH Analyses on Closed-end Funds