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{type} for {date}

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	param	t-stat
$ω$	0.9117	5.93
$α$	0.1114	2.12
$β$	0.7059	6.33
$γ_{1}$	-0.9064	-3.46
$γ_{2}$	1.4623	3.99
$γ_{3}$	-0.7126	-4.07

V-Lab

JPMorgan Active Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:13.45% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JPMorgan Active Value ETF Analyses