Jpmorgan US Bond Active ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
5.32%
increased by 3.56%
1 Week
3.26%
increased by 1.50%
1 Month
2.09%
increased by 0.33%
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 | |
|---|---|---|
| 0.7200 | 2.91 | |
| 0.3772 | 1.52 | |
| 0.0000 | 0.00 | |
| 14.8839 | 0.09 | |
| -48.7925 | -0.18 | |
| 10.1082 | 0.05 | |
| 171.1234 | 1.01 | |
| -379.4158 | -2.25 | |
| 585.9614 | 3.14 | |
| -946.7147 | -3.05 |
Estimation Period:
Oct 1, 2025 to Jun 19, 2026
Oct 1, 2025 to Jun 19, 2026
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