JPMorgan Active Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.89% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6853 | 40.86 | |
| 0.1888 | 20.74 | |
| 0.3452 | 0.85 | |
| 0.4823 | 6.04 | |
| 0.0000 | 0.00 |
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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