Jpmorgan Active High YLD ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.19%
decreased by 0.75%
1 Week
3.71%
decreased by 0.23%
1 Month
4.46%
increased by 0.52%
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 | |
|---|---|---|
| 0.0967 | 2.02 | |
| 0.2344 | 6.49 | |
| 0.8528 | 11.54 | |
| 2.7089 | 8.17 |
Estimation Period:
Jun 25, 2025 to May 22, 2026
Jun 25, 2025 to May 22, 2026
Other Jpmorgan Active High YLD ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs