Jpmorgan Active High YLD ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.96%
decreased by 1.26%
1 Week
4.25%
decreased by 0.97%
1 Month
4.68%
decreased by 0.54%
Analysis last updated: Friday, June 12, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 1.81 | |
| 0.1895 | 5.21 | |
| 0.8478 | 9.47 | |
| 2.5905 | 6.99 |
Estimation Period:
Jun 25, 2025 to Jun 12, 2026
Jun 25, 2025 to Jun 12, 2026
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