Jpmorgan US Bond Active ETF 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
15.83%
decreased by 0.37%
1 Week
15.90%
decreased by 0.30%
1 Month
16.15%
decreased by 0.05%
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 | |
|---|---|---|
| 0.0040 | 0.49 | |
| 0.0490 | 1.97 | |
| 0.9510 | 44.09 |
Estimation Period:
Oct 2, 2025 to Jun 19, 2026
Oct 2, 2025 to Jun 19, 2026
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