JPMorgan International Research Enhanced Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.14% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0249 | 3.08 | |
| 0.0427 | 5.64 | |
| 0.9786 | 358.19 | |
| 7.8714 | 0.65 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
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