Jpmorgan US Equity Premi ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:11.47% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8631 | 3.78 | |
| 0.2266 | 2.59 | |
| 0.5985 | 4.90 | |
| -0.0885 | -0.37 |
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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