JPMorgan Chase & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.18% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0213 | 10.76 | |
| 0.8886 | 239.45 | |
| 0.1142 | 29.30 | |
| 0.0142 | 11.49 | |
| 0.0253 | 8.19 | |
| 0.9712 | 280.52 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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