JFT Strategies Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.88% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1016 | 6.95 | |
| 0.0869 | 4.41 | |
| 0.8809 | 38.86 | |
| 0.0320 | 3.25 | |
| -0.0446 | -3.55 |
Estimation Period:
May 21, 2012 to Feb 6, 2026
May 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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