Jpmorgan US Bond Active ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
25.46%
decreased by 1.00%
1 Week
25.49%
decreased by 0.97%
1 Month
25.62%
decreased by 0.84%
Analysis last updated: Tuesday, June 23, 2026 at 12:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 1.14 | |
| 0.1501 | 2.50 | |
| 0.9249 | 24.91 | |
| -0.1501 | -3.13 |
Estimation Period:
Oct 2, 2025 to Jun 19, 2026
Oct 2, 2025 to Jun 19, 2026
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