Jpmorgan Active China ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.53% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1510 | 6.35 | |
| 0.6583 | 10.58 | |
| -0.0822 | -2.49 | |
| 1.0594 | 0.44 | |
| 0.5723 | 0.64 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 16, 2023 to Feb 6, 2026
Mar 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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