Jpmorgan Active High YLD ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.03%
unchanged at 0.00%
1 Week
4.04%
increased by 0.01%
1 Month
4.04%
increased by 0.01%
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 | |
|---|---|---|
| 0.0008 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9875 | 0.12 |
Estimation Period:
Jun 25, 2025 to May 22, 2026
Jun 25, 2025 to May 22, 2026
Other Jpmorgan Active High YLD ETF Analyses
Other GARCH Analyses on ETFs