Jpmorgan Actv DVP MRS EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.28% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2476 | 4.57 | |
| 0.0985 | 4.28 | |
| 0.8460 | 18.85 | |
| 4.4583 | 1.31 |
Estimation Period:
May 17, 2024 to Feb 13, 2026
May 17, 2024 to Feb 13, 2026
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