Jpmorgan US Equity Premi ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.80% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5520 | 3.15 | |
| 0.2097 | 2.55 | |
| 0.5540 | 2.73 | |
| -6.1960 | -2.21 | |
| 12.3461 | 2.42 |
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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