JPMorgan ActiveBuilders Emerging Markets Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.77% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2806 | 7.77 | |
| 0.0675 | 6.59 | |
| 0.9419 | 149.62 | |
| 7.2033 | 1.27 |
Estimation Period:
Mar 16, 2021 to Feb 6, 2026
Mar 16, 2021 to Feb 6, 2026
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