Jpmorgan Active Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.86% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 1.98 | |
| 0.0039 | 0.99 | |
| 0.9843 | 331.43 | |
| 0.0099 | 1.22 |
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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