Jpmorgan Actv DVP MRS EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.73% (+2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2803 | 9.45 | |
| 0.0145 | 1.01 | |
| 0.6270 | 19.05 | |
| 0.2837 | 4.09 |
Estimation Period:
May 17, 2024 to Feb 6, 2026
May 17, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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