JPMorgan Equity Premium Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.23% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 12.50 | |
| 0.0000 | 0.00 | |
| 0.7727 | 87.11 | |
| 0.3825 | 13.31 |
Estimation Period:
May 21, 2020 to Feb 13, 2026
May 21, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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