JPMorgan Emerging Markets Growth & Income plc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.79% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 23.11 | |
| 0.0702 | 19.65 | |
| 0.8652 | 289.76 | |
| 0.0724 | 9.35 |
Estimation Period:
Jul 8, 1991 to Feb 13, 2026
Jul 8, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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