V-Lab
JPMorgan Emerging Markets Investment Trust plc APARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:13.57% (-0.61%)
Analysis last updated: Sunday, November 10, 2024 at 04:23 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 24.08 | |
| 0.1271 | 43.47 | |
| 0.8620 | 249.92 | |
| 0.2282 | 18.81 | |
| 1.2743 | 34.66 |
Estimation Period:
Jul 8, 1991 to Nov 8, 2024
Jul 8, 1991 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other JPMorgan Emerging Markets Investment Trust plc Analyses