JPMorgan Active Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.90% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -0.28 | |
| 0.0967 | 9.70 | |
| 0.9604 | 175.09 | |
| -0.1334 | -14.79 |
Estimation Period:
Oct 5, 2021 to Feb 6, 2026
Oct 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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