JPMorgan Chase & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:30.44% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1439 | 8.19 | |
| 0.0799 | 8.56 | |
| 0.8936 | 82.35 | |
| -0.0010 | -0.03 | |
| 0.0523 | 1.07 | |
| -0.1614 | -4.08 | |
| 0.2377 | 7.42 | |
| -0.2242 | -7.56 | |
| 0.1496 | 4.75 | |
| -0.0624 | -2.03 | |
| 0.0054 | 0.22 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other JPMorgan Chase & Co Analyses
Other Zero Slope Spline-GARCH Analyses on Equities