Jpmorgan Hedged EQ LAD Overlay Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.32% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4763 | 5.65 | |
| 0.1430 | 2.48 | |
| 0.6021 | 3.51 | |
| 23.5476 | 3.63 | |
| -28.1555 | -2.51 | |
| 3.6927 | 0.33 | |
| 7.3535 | 0.57 | |
| -25.5352 | -1.83 | |
| 39.6879 | 3.07 | |
| -28.1895 | -3.20 |
Estimation Period:
Sep 29, 2023 to Feb 6, 2026
Sep 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Jpmorgan Hedged EQ LAD Overlay Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs