Jpmorgan International Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.05% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8705 | 5.07 | |
| 0.1838 | 2.65 | |
| 0.4729 | 3.68 | |
| 0.0769 | 0.58 | |
| -0.2397 | -1.21 | |
| 0.3760 | 2.68 |
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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