JPMorgan Active Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.68% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5918 | 5.70 | |
| 0.0652 | 6.92 | |
| 0.9614 | 164.34 | |
| 6.5481 | 1.57 |
Estimation Period:
Aug 9, 2022 to Feb 13, 2026
Aug 9, 2022 to Feb 13, 2026
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