JPMorgan Chase & Co EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
27.33%
increased by 5.73%
1 Week
23.68%
increased by 2.08%
1 Month
22.86%
increased by 1.26%
Analysis last updated: Tuesday, June 9, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6579 | 10.92 | |
| -0.5771 | -15.26 | |
| 0.0681 | 0.76 | |
| -0.2686 | -5.78 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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