Jpmorgan Active High YLD ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
2.67%
increased by 0.09%
1 Week
2.68%
increased by 0.10%
1 Month
2.72%
increased by 0.14%
Analysis last updated: Friday, May 22, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0712 | -3.16 | |
| -0.1456 | -1.77 | |
| 0.9789 | 2,652.72 | |
| -0.0766 | -1.19 |
Estimation Period:
Jun 25, 2025 to May 22, 2026
Jun 25, 2025 to May 22, 2026
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