Jpmorgan Active Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.82% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1785 | 5.74 | |
| 0.0256 | 9.49 | |
| 0.9990 | 642.03 | |
| 9.1164 | 1.13 |
Estimation Period:
Oct 12, 2023 to Feb 13, 2026
Oct 12, 2023 to Feb 13, 2026
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