Jpmorgan Nasdaq Equit PR ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.17% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 0.27 | |
| 0.1412 | 14.81 | |
| 0.7368 | 42.38 | |
| 0.9670 | 19.40 |
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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