Jpmorgan International Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.68% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0186 | -1.53 | |
| 0.1346 | 18.48 | |
| 0.8881 | 188.91 | |
| 0.6927 | 7.83 |
Estimation Period:
Dec 13, 2011 to Feb 6, 2026
Dec 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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