JPMorgan Nasdaq Equity Premium Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.86% (+5.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 9.97 | |
| 0.0000 | 0.00 | |
| 0.7908 | 107.08 | |
| 0.3773 | 13.42 |
Estimation Period:
May 4, 2022 to Feb 6, 2026
May 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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