JPMorgan Emerging Markets Growth & Income plc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.82% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0973 | 4.33 | |
| 0.1252 | 9.18 | |
| 0.8206 | 38.44 | |
| 0.0913 | 2.71 | |
| -0.1691 | -3.46 | |
| 0.1648 | 5.03 | |
| -0.1713 | -5.46 | |
| 0.1317 | 4.88 | |
| -0.0511 | -2.22 | |
| -0.0407 | -1.22 |
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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