Jpmorgan Actv DVP MRS EQ ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
34.17%
increased by 1.77%
1 Week
34.03%
increased by 1.63%
1 Month
33.86%
increased by 1.46%
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 | |
|---|---|---|
| 0.6457 | 4.56 | |
| 0.0997 | 1.30 | |
| 0.6769 | 3.90 | |
| -0.8942 | -0.21 | |
| -1.7435 | -0.26 | |
| 7.8303 | 1.73 | |
| -8.3865 | -2.92 |
Estimation Period:
May 17, 2024 to Jun 18, 2026
May 17, 2024 to Jun 18, 2026
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