JPMorgan International Research Enhanced Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:12.53% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7775 | 7.45 | |
| 0.1180 | 1.43 | |
| 0.6160 | 2.75 | |
| 0.6242 | 3.72 | |
| -0.9080 | -2.56 |
Estimation Period:
Jun 13, 2022 to Feb 13, 2026
Jun 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other JPMorgan International Research Enhanced Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs