Jpmorgan Nasdaq Equit PR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.00% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6079 | 2.74 | |
| 0.0702 | 1.26 | |
| 0.0000 | 0.00 | |
| 12.2750 | 0.14 | |
| -32.9969 | -0.27 | |
| 95.4073 | 1.54 | |
| -240.3474 | -3.54 | |
| 309.7090 | 4.10 | |
| -233.9646 | -3.03 | |
| 196.2842 | 2.85 | |
| -209.1629 | -4.24 | |
| 187.3745 | 3.11 |
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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