JPMorgan Active Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.53% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8515 | 55.55 | |
| 0.1675 | 14.74 | |
| 0.3246 | 0.17 | |
| 0.0131 | 0.38 | |
| 0.7506 | 0.55 |
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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