Jpmorgan Active Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.16% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0204 | -0.08 | |
| -0.0570 | -0.02 | |
| 0.9932 | 3,497.35 | |
| 0.0035 | 0.00 |
Estimation Period:
Oct 12, 2023 to Feb 6, 2026
Oct 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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