JPMorgan International Research Enhanced Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.13% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.5877 | 22.92 | |
| 0.2198 | 8.52 | |
| 0.5891 | 0.18 | |
| 0.2886 | 0.18 | |
| 0.0000 | 0.00 |
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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