Jpmorgan International Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.71% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1056 | 7.03 | |
| 0.4032 | 17.12 | |
| 0.2270 | 12.03 | |
| 0.0000 | 0.00 | |
| 0.0099 | 2.20 | |
| 0.9883 | 156.26 |
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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