JPMorgan Inflation Managed Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.30% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0457 | 1.77 | |
| 0.4820 | 7.29 | |
| 0.0513 | 2.33 | |
| 0.0316 | 0.25 | |
| 0.4578 | 0.21 | |
| 0.0000 | 0.00 |
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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