JPMorgan Active Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.12% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8406 | 6.88 | |
| 0.0687 | 13.35 | |
| 0.9697 | 213.50 | |
| 7.4853 | 1.86 |
Estimation Period:
Oct 5, 2021 to Feb 13, 2026
Oct 5, 2021 to Feb 13, 2026
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