JPMorgan Active Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.01% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 1.43 | |
| 0.0776 | 15.55 | |
| 0.8752 | 127.34 | |
| 0.7160 | 19.44 |
Estimation Period:
Oct 5, 2021 to Feb 13, 2026
Oct 5, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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