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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9874	3.37***
α ARCH Response to squared shocks	0.0154	0.50
β GARCH Volatility persistence	0.9249	5.59***

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