JPMorgan Chase & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.48% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0213 | 10.77 | |
| 0.8887 | 240.20 | |
| 0.1143 | 29.35 | |
| 0.0142 | 11.55 | |
| 0.0253 | 8.20 | |
| 0.9712 | 281.93 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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