JPMorgan Inflation Managed Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.51% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 2.67 | |
| 0.0379 | 9.20 | |
| 0.9463 | 178.44 | |
| 0.1336 | 6.34 |
Estimation Period:
Apr 11, 2022 to Feb 6, 2026
Apr 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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