JPMorgan International Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.51% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 9.28 | |
| 0.0079 | 1.77 | |
| 0.8906 | 161.81 | |
| 0.1326 | 9.55 |
Estimation Period:
May 21, 2020 to Feb 13, 2026
May 21, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other JPMorgan International Growth ETF Analyses
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