Jpmorgan US Bond Active ETF GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
5.31%
unchanged at 0.00%
1 Week
6.03%
increased by 0.72%
1 Month
6.26%
increased by 0.95%
Analysis last updated: Saturday, June 20, 2026 at 12:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1026 | 7.80 | |
| 0.3547 | 4.51 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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