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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0464	9.29***
α ARCH Response to squared shocks	0.0368	1.60
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	0.0627	1.08

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Jpmorgan Active High YLD ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses