Jpmorgan US Bond Active ETF Asy. Power 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
30.25%
decreased by 0.91%
1 Week
30.25%
decreased by 0.91%
1 Month
30.26%
decreased by 0.90%
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 | |
|---|---|---|
| 0.0009 | 0.37 | |
| 0.0140 | 0.00 | |
| 0.9146 | 51.05 | |
| -0.9718 | 0.00 | |
| 3.0000 | 1.90 |
Estimation Period:
Oct 2, 2025 to Jun 19, 2026
Oct 2, 2025 to Jun 19, 2026
Other Jpmorgan US Bond Active ETF Analyses
Other Asy. Power MEM Analyses on ETFs