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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.1556	-4.96***
α ARCH Response to squared shocks	0.0920	6.08***
β GARCH Volatility persistence	0.9499	69.16***
γ leverage Additional response to negative shocks	-0.2285	-9.71***

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Jpmorgan Active High YLD ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses