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	param	t-stat
$ω$	1.1457	8.16
$α$	0.0791	8.61
$β$	0.8951	84.24
$γ_{1}$	-0.0005	-0.02
$γ_{2}$	0.0491	1.02
$γ_{3}$	-0.1550	-3.96
$γ_{4}$	0.2311	7.13
$γ_{5}$	-0.2198	-7.32
$γ_{6}$	0.1487	4.68
$γ_{7}$	-0.0652	-2.16
$γ_{8}$	0.0086	0.35

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JPMorgan Chase & Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other JPMorgan Chase & Co Analyses