Jpmorgan Actv DVP MRS EQ ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
32.63%
decreased by 0.89%
1 Week
33.59%
increased by 0.07%
1 Month
36.07%
increased by 2.55%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7578 | 24.13 | |
| 0.1390 | 7.37 | |
| 0.0249 | 0.22 | |
| 0.1141 | 0.88 | |
| 0.8859 | 4.53 |
Estimation Period:
May 17, 2024 to Jun 18, 2026
May 17, 2024 to Jun 18, 2026
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