JPMorgan Active Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.36% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1586 | 6.72 | |
| 0.0806 | 2.24 | |
| 0.8654 | 18.13 | |
| 0.0333 | 1.13 |
Estimation Period:
Aug 9, 2022 to Feb 6, 2026
Aug 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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