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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0865	1.99**
α ARCH Response to squared shocks	0.1937	5.34***
β GARCH Volatility persistence	0.8412	9.85***
ν DF Student-t tail thickness	2.6460	6.90***

V-Lab

Jpmorgan Active High YLD ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses