Jpmorgan Limited Dura BO ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
3.33%
increased by 1.33%
1 Week
2.38%
increased by 0.38%
1 Month
2.14%
increased by 0.14%
Analysis last updated: Tuesday, July 7, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 5.81 | |
| 0.0355 | 3.17 | |
| 0.0000 | 0.00 | |
| 0.1312 | 4.48 |
Estimation Period:
Jul 31, 2023 to Jul 2, 2026
Jul 31, 2023 to Jul 2, 2026
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