Jpmorgan Fdmtl DT SCI LG VL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.89% (+9.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7498 | 220.21 | |
| 0.0000 | 1.67 | |
| 0.5000 | 73.40 | |
| 9.9952 | 512.13 | |
| 0.0162 | 5.72 | |
| 0.9838 | 409.07 |
Estimation Period:
Jul 14, 2025 to Feb 6, 2026
Jul 14, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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