Jpmorgan International Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.65% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 0.64 | |
| 0.0375 | 9.90 | |
| 0.9980 | 369.07 | |
| -0.0430 | -8.13 |
Estimation Period:
Dec 13, 2011 to Feb 13, 2026
Dec 13, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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