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{type} for {date}

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	param	t-stat
$ω$	0.8701	5.90
$α$	0.1127	2.19
$β$	0.6798	5.45
$γ_{1}$	-1.0910	-3.90
$γ_{2}$	1.8699	4.20
$γ_{3}$	-1.4635	-2.71

V-Lab

JPMorgan Active Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:11.69% (+1.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JPMorgan Active Value ETF Analyses