Jpmorgan Hedged EQ LAD Overlay Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.81% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9216 | 3.23 | |
| 0.1718 | 3.22 | |
| 0.6766 | 7.16 | |
| 3.1870 | 0.88 | |
| -2.6159 | -0.48 | |
| -5.7886 | -1.28 | |
| 15.2718 | 2.48 |
Estimation Period:
Sep 29, 2023 to Feb 6, 2026
Sep 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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