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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0556	7.10
$β$	0.6877	58.73
$γ$	0.3130	21.08
$λ_{1}$	0.0484	2.33
$λ_{2}$	0.2501	2.60
$λ_{3}$	0.7241	6.35

V-Lab

JPMorgan US Dividend ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JPMorgan US Dividend ETF Analyses