JFT Strategies Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.51% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 14.00 | |
| 0.0742 | 12.24 | |
| 0.9040 | 192.87 | |
| 0.0159 | 1.02 |
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 GJR-GARCH Analyses on Closed-end Funds