JPMorgan ActiveBuilders Emerging Markets Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.70% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8571 | 7.82 | |
| 0.1052 | 2.69 | |
| 0.7764 | 10.80 | |
| -0.2229 | -2.23 | |
| 0.4566 | 2.31 |
Estimation Period:
Mar 16, 2021 to Feb 6, 2026
Mar 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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