Jpmorgan US Equity Premi ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.51% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6188 | 5.00 | |
| 0.1566 | 7.74 | |
| 0.8839 | 40.31 | |
| 4.5401 | 2.94 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
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