JPMorgan Chase & Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.23% (+5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0782 | 7.66 | |
| 0.0797 | 8.54 | |
| 0.8941 | 82.36 | |
| -0.0161 | -0.55 | |
| 0.0755 | 1.54 | |
| -0.1757 | -4.43 | |
| 0.2486 | 7.81 | |
| -0.2331 | -7.96 | |
| 0.1574 | 5.00 | |
| -0.0711 | -2.13 | |
| 0.0226 | 0.47 |
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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