Jpmorgan US Equity Premi ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.11% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.4781 | 26.22 | |
| 0.0000 | 0.00 | |
| -0.2548 | -8.73 | |
| 0.0300 | 1.19 | |
| 0.1449 | 4.88 | |
| 0.8551 | 10.43 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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