Jpmorgan Nasdaq Equit PR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.88% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5520 | 2.51 | |
| 0.0831 | 1.45 | |
| 0.0868 | 0.19 | |
| -5.4216 | -0.06 | |
| -8.7986 | -0.07 | |
| 85.4064 | 1.37 | |
| -234.0427 | -3.31 | |
| 303.1633 | 3.85 | |
| -223.5795 | -2.76 | |
| 175.6595 | 2.43 | |
| -163.9727 | -3.50 | |
| 89.2765 | 3.18 |
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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