Jpmorgan International Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.40% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2526 | 9.56 | |
| 0.0477 | 40.60 | |
| 0.9990 | 7,684.62 | |
| 3.9524 | 41.68 |
Estimation Period:
Dec 13, 2011 to Feb 13, 2026
Dec 13, 2011 to Feb 13, 2026
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