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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1815	3.40***
α ARCH Response to squared shocks	0.4253	2.75***
β GARCH Volatility persistence	0.0000	0.00

γ₁	46.9808	1.56
γ₂	-99.8916	-2.31**
γ₃	121.8201	5.58***
γ₄	-123.7034	-6.58***
γ₅	72.0981	4.36***

V-Lab

Jpmorgan Active High YLD ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Jpmorgan Active High YLD ETF Analyses