JPMorgan Equity Premium Income ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.30% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0579 | -7.19 | |
| 0.1899 | 15.56 | |
| 0.9339 | 147.14 | |
| -0.2438 | -26.12 |
Estimation Period:
May 21, 2020 to Feb 6, 2026
May 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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