Jpmorgan US Equity Premi ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.03% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1241 | 7.50 | |
| 0.1082 | 4.17 | |
| 0.5819 | 18.55 | |
| 0.2093 | 2.54 |
Estimation Period:
Oct 1, 2024 to Feb 13, 2026
Oct 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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