Jpmorgan Active High YLD ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.81%
decreased by 0.17%
1 Week
3.85%
decreased by 0.13%
1 Month
3.95%
decreased by 0.03%
Analysis last updated: Friday, May 22, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 1.91 | |
| 0.0382 | 3.12 | |
| 0.9237 | 71.87 | |
| 1.0000 | 322.47 | |
| 0.5000 | 1.83 |
Estimation Period:
Jun 25, 2025 to May 22, 2026
Jun 25, 2025 to May 22, 2026
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