Jpmorgan Fundatl DS MID Core Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.64% (+4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1748 | 4.51 | |
| 0.0737 | 1.33 | |
| 0.0000 | 0.00 | |
| 85.0174 | 2.74 | |
| -142.4511 | -2.89 | |
| 128.8814 | 3.55 | |
| -155.2894 | -3.85 | |
| 124.3273 | 3.25 | |
| -41.2160 | -1.27 | |
| 1.9116 | 0.06 | |
| -3.2224 | -0.15 |
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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