JPMorgan Chase & Co EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.35% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 11.88 | |
| 0.1383 | 41.97 | |
| 0.9873 | 1,489.06 | |
| -0.0693 | -23.18 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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