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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0036	8.14***
α ARCH Response to squared shocks	0.0031	0.41
β GARCH Volatility persistence	0.7884	49.05***
γ leverage Additional response to negative shocks	0.2790	6.67***

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Jpmorgan Active High YLD ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses