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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0019	1.18
α ARCH Response to squared shocks	0.0219	2.46**
β GARCH Volatility persistence	0.9104	25.22***
γ leverage Additional response to negative shocks	-0.1595	-1.69*

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Jpmorgan Active High YLD ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses