Jpmorgan International Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.14% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8522 | 5.04 | |
| 0.1858 | 2.67 | |
| 0.4757 | 3.76 | |
| 0.0611 | 0.48 | |
| -0.2017 | -1.11 | |
| 0.2948 | 3.71 |
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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