JPMorgan Chase & Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.65% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0066 | 4.76 | |
| 0.0740 | 44.08 | |
| 0.9936 | 732.76 | |
| 6.0008 | 11.35 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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