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	param	t-stat
$ω$	0.1014	23.00
$α$	0.7099	1.47
$β$	0.0000	0.00
$γ$	-0.7099	-1.47

V-Lab

Jpmorgan US Bond Active ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan US Bond Active ETF Analyses