Jpmorgan Fundatl DS MID Core GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.45% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 2.60 | |
| 0.0000 | 0.00 | |
| 0.8817 | 61.01 | |
| 0.1399 | 3.10 |
Estimation Period:
Aug 8, 2024 to Feb 6, 2026
Aug 8, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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