JFT Strategies Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.07% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9771 | 6.92 | |
| 0.0854 | 4.28 | |
| 0.8871 | 39.96 | |
| 0.0098 | 2.14 |
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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