JPMorgan Active Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.75% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 10.07 | |
| 0.1208 | 13.01 | |
| 0.8110 | 63.22 |
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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