Jpmorgan Actv DVP MRS EQ ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.97% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9102 | 6.55 | |
| 0.1439 | 1.48 | |
| 0.6595 | 4.19 | |
| -0.0507 | -0.10 |
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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