Jpmorgan Active High YLD ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.96%
unchanged at 0.00%
1 Week
3.96%
unchanged at 0.00%
1 Month
3.96%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.0009 | 0.01 | |
| 0.0000 | 0.00 | |
| 0.9850 | 0.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 25, 2025 to Jun 12, 2026
Jun 25, 2025 to Jun 12, 2026
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