JPMorgan Chase & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.41% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1226 | 7.98 | |
| 0.0799 | 8.57 | |
| 0.8938 | 82.63 | |
| -0.0023 | -0.08 | |
| 0.0530 | 1.08 | |
| -0.1602 | -4.05 | |
| 0.2368 | 7.40 | |
| -0.2238 | -7.58 | |
| 0.1492 | 4.76 | |
| -0.0614 | -2.00 | |
| 0.0045 | 0.18 |
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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