JPMorgan Chase & Co GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.00%
decreased by 0.58%
1 Week
22.29%
decreased by 0.29%
1 Month
23.37%
increased by 0.79%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 17.57 | |
| 0.0213 | 15.36 | |
| 0.9304 | 614.51 | |
| 0.0876 | 22.32 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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