Jpmorgan Limited Dura BO ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.20%
decreased by 0.02%
1 Week
2.18%
decreased by 0.04%
1 Month
2.13%
decreased 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 | |
|---|---|---|
| 1.0291 | 8.33 | |
| 0.0202 | 0.89 | |
| 0.9169 | 8.21 | |
| 0.0051 | 0.16 |
Estimation Period:
Jul 31, 2023 to Jul 2, 2026
Jul 31, 2023 to Jul 2, 2026
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