JPMorgan Active Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.84% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 8.05 | |
| 0.0000 | 0.00 | |
| 0.8717 | 113.03 | |
| 0.1603 | 8.10 |
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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