JPMorgan Inflation Managed Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:2.92% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0175 | -4.23 | |
| 0.0783 | 8.62 | |
| 0.9921 | 565.97 | |
| -0.0231 | -3.17 |
Estimation Period:
Apr 11, 2022 to Feb 20, 2026
Apr 11, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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