Jpmorgan Limited Dura BO ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.12%
decreased by 0.01%
1 Week
2.12%
decreased by 0.01%
1 Month
2.11%
decreased by 0.02%
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 | |
|---|---|---|
| 0.0173 | 2.47 | |
| 0.0367 | 2.45 | |
| 0.9419 | 27.06 | |
| 4.5529 | 0.69 |
Estimation Period:
Jul 31, 2023 to Jul 2, 2026
Jul 31, 2023 to Jul 2, 2026
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