JPMorgan Active Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.77% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 6.73 | |
| 0.0000 | 0.00 | |
| 0.8826 | 96.96 | |
| 0.1427 | 5.97 |
Estimation Period:
Aug 9, 2022 to Feb 13, 2026
Aug 9, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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