Jpmorgan Actv DVP MRS EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
31.77%
increased by 3.10%
1 Week
31.08%
increased by 2.41%
1 Month
28.84%
increased by 0.17%
Analysis last updated: Thursday, June 18, 2026 at 10:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7624 | 2.73 | |
| 0.0812 | 6.04 | |
| 0.9601 | 82.82 | |
| 4.1048 | 2.85 |
Estimation Period:
May 17, 2024 to Jun 18, 2026
May 17, 2024 to Jun 18, 2026
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