Jpmorgan Fundatl DS MID Core GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.22% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0783 | 2.56 | |
| 0.0592 | 4.49 | |
| 0.9490 | 101.26 | |
| 4.5298 | 1.13 |
Estimation Period:
Aug 8, 2024 to Feb 6, 2026
Aug 8, 2024 to Feb 6, 2026
Other Jpmorgan Fundatl DS MID Core Analyses
Other GAS-GARCH Student T Analyses on ETFs