Jpmorgan Limited Dura BO ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.04%
increased by 0.07%
1 Week
2.06%
increased by 0.09%
1 Month
2.06%
increased by 0.09%
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 | |
|---|---|---|
| 0.0149 | 10.96 | |
| 0.0517 | 2.38 | |
| 0.0232 | 0.30 | |
| 0.0806 | 1.67 |
Estimation Period:
Jul 31, 2023 to Jul 2, 2026
Jul 31, 2023 to Jul 2, 2026
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