JPMorgan Chase & Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.72% (+4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0348 | 4.76 | |
| 0.0741 | 44.21 | |
| 0.9936 | 736.03 | |
| 5.9989 | 11.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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