Jpmorgan US Bond Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
9.87%
increased by 1.44%
1 Week
10.46%
increased by 2.03%
1 Month
10.68%
increased by 2.25%
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 | |
|---|---|---|
| 0.6812 | 3.34 | |
| 0.4093 | 1.65 | |
| 0.0000 | 0.00 | |
| -20.5278 | -0.87 | |
| 46.4242 | 1.24 | |
| -41.4353 | -1.76 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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