V-Lab: JPMorgan Emerging Markets Investment Trust plc MF2-GARCH Volatility Analysis

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V-Lab

JPMorgan Emerging Markets Investment Trust plc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:13.34% (-0.46%)

Analysis last updated: Sunday, November 10, 2024 at 04:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0548	17.38
$β$	0.8289	179.46
$γ$	0.0862	23.73
$λ_{1}$	0.2530	0.41
$λ_{2}$	0.8288	0.40
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 8, 1991 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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