JPMorgan Inflation Managed Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.18% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 5.11 | |
| 0.0302 | 5.73 | |
| 0.9482 | 187.53 | |
| 0.0168 | 1.92 |
Estimation Period:
Apr 11, 2022 to Feb 13, 2026
Apr 11, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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