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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6380	4.98***
α ARCH Response to squared shocks	0.0942	1.31
β GARCH Volatility persistence	0.6955	4.27***

γ₁	-0.9506	-0.29
γ₂	-1.0634	-0.20
γ₃	6.6765	1.69*
γ₄	-7.7474	-3.04***

V-Lab

Jpmorgan Actv DVP MRS EQ ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Actv DVP MRS EQ ETF Analyses