Jpmorgan US Bond Active ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
6.95%
increased by 0.88%
1 Week
6.39%
increased by 0.32%
1 Month
6.28%
increased by 0.21%
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 | |
|---|---|---|
| 0.1548 | 4.22 | |
| 0.0779 | 0.82 | |
| 0.0000 | 0.00 | |
| 3.0130 | 0.48 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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