Jpmorgan US Bond Active ETF MF2-GARCH 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
5.92%
increased by 3.22%
1 Week
18,819,737.58%
increased by 18,819,734.88%
1 Month
23,368,186,065,674,845,000,000,000,000,000,000.00%
increased by 23,368,186,065,674,845,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 41 | ||
| 0.0000 | 5.00 | |
| 0.7912 | 555.99 | |
| 0.4176 | 240.99 | |
| 0.0000 | 1.00 | |
| 0.0382 | 96.98 | |
| 0.0145 | 48.50 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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