JPMorgan Chase & Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.40% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 11.87 | |
| 0.1382 | 41.96 | |
| 0.9873 | 1,491.33 | |
| -0.0692 | -23.15 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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