JPMorgan Inflation Managed Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.80% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1453 | 10.23 | |
| 0.0317 | 19.15 | |
| 0.9990 | 1,348.18 | |
| 6.4662 | 4.46 |
Estimation Period:
Apr 11, 2022 to Feb 13, 2026
Apr 11, 2022 to Feb 13, 2026
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