V-Lab
JPMorgan Emerging Markets Investment Trust plc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:13.48% (-0.53%)
Analysis last updated: Tuesday, November 12, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 19.27 | |
| 0.1056 | 34.39 | |
| 0.8691 | 236.23 | |
| 0.2342 | 13.83 |
Estimation Period:
Jul 8, 1991 to Nov 8, 2024
Jul 8, 1991 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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