V-Lab
JPMorgan Emerging Markets Investment Trust plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:16.21% (+1.07%)
Analysis last updated: Saturday, September 21, 2024 at 12:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 22.60 | |
| 0.0731 | 19.73 | |
| 0.8626 | 278.43 | |
| 0.0720 | 8.99 |
Estimation Period:
Jul 8, 1991 to Sep 13, 2024
Jul 8, 1991 to Sep 13, 2024
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