Jpmorgan Limited Dura BO ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.07%
decreased by 0.05%
1 Week
2.07%
decreased by 0.05%
1 Month
2.06%
decreased by 0.06%
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 | |
|---|---|---|
| -0.5549 | -3.89 | |
| 0.1096 | 5.56 | |
| 0.8643 | 24.41 | |
| 0.0471 | 2.24 |
Estimation Period:
Jul 31, 2023 to Jul 2, 2026
Jul 31, 2023 to Jul 2, 2026
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