JPMorgan Chase & Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.01% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0833 | 7.69 | |
| 0.0798 | 8.54 | |
| 0.8940 | 82.35 | |
| -0.0152 | -0.52 | |
| 0.0741 | 1.51 | |
| -0.1748 | -4.40 | |
| 0.2480 | 7.78 | |
| -0.2330 | -7.95 | |
| 0.1577 | 5.00 | |
| -0.0718 | -2.14 | |
| 0.0254 | 0.53 |
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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