V-Lab: JPMorgan Chase & Co Asy. MEM Volatility Analysis

V-Lab

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V-Lab

JPMorgan Chase & Co Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:25.72% (-0.48%)

Analysis last updated: Wednesday, April 17, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0586	27.70
$α$	0.1516	44.01
$β$	0.7929	266.08
$γ$	0.0942	15.40

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts