Jpmorgan US Bond Active ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
4.60%
decreased by 1.19%
1 Week
5.56%
decreased by 0.23%
1 Month
5.64%
decreased by 0.15%
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 | |
|---|---|---|
| -3.1383 | -28.22 | |
| 0.2955 | 10.23 | |
| -0.5224 | -9.99 | |
| 0.4029 | 8.98 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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