JPMorgan International Research Enhanced Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.24% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 4.96 | |
| 0.0000 | 0.00 | |
| 0.9163 | 137.21 | |
| 0.1218 | 6.31 |
Estimation Period:
Jun 13, 2022 to Feb 6, 2026
Jun 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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