JPMorgan International Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.92% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3459 | 7.66 | |
| 0.0684 | 10.99 | |
| 0.9755 | 360.48 | |
| 9.1727 | 1.73 |
Estimation Period:
May 21, 2020 to Feb 13, 2026
May 21, 2020 to Feb 13, 2026
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