Jpmorgan Active Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.20% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3215 | 9.80 | |
| 0.0172 | 0.58 | |
| 0.7652 | 3.37 | |
| 0.1352 | 3.50 |
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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