Jpmorgan Limited Dura BO ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
2.42%
decreased by 0.03%
1 Week
2.41%
decreased by 0.04%
1 Month
2.38%
decreased by 0.07%
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 | |
|---|---|---|
| 1.1253 | 6.76 | |
| 0.0228 | 0.88 | |
| 0.9161 | 8.29 | |
| 0.1299 | 1.02 |
Estimation Period:
Jul 31, 2023 to Jul 2, 2026
Jul 31, 2023 to Jul 2, 2026
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