Jpmorgan Active High YLD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.02%
unchanged at 0.00%
1 Week
4.02%
unchanged at 0.00%
1 Month
4.02%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.9195 | 2.27 | |
| 0.0000 | 0.00 | |
| 0.9732 | 9.92 | |
| -0.3312 | -0.41 |
Estimation Period:
Jun 25, 2025 to May 22, 2026
Jun 25, 2025 to May 22, 2026
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