JPMorgan Chase & Co MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.84%
decreased by 0.56%
1 Week
22.24%
decreased by 0.16%
1 Month
23.46%
increased by 1.06%
Analysis last updated: Monday, June 8, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0211 | 10.62 | |
| 0.8877 | 238.58 | |
| 0.1139 | 29.19 | |
| 0.0133 | 11.61 | |
| 0.0244 | 8.76 | |
| 0.9723 | 312.53 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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