Jpmorgan Active High YLD ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
4.49%
decreased by 0.22%
1 Week
5.21%
increased by 0.50%
1 Month
7.43%
increased by 2.72%
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 | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.01 | |
| 0.7499 | 699.56 | |
| 0.5000 | 337.38 | |
| 10.0000 | 6.47 | |
| 0.0000 | 0.00 | |
| 0.9560 | 96.67 |
Estimation Period:
Jun 25, 2025 to Jun 12, 2026
Jun 25, 2025 to Jun 12, 2026
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