JPMorgan Chase & Co Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
24.35%
decreased by 0.72%
1 Week
24.72%
decreased by 0.35%
1 Month
25.96%
increased by 0.89%
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 | |
|---|---|---|
| 1.0803 | 7.61 | |
| 0.0790 | 8.59 | |
| 0.8954 | 84.18 | |
| -0.0137 | -0.48 | |
| 0.0692 | 1.44 | |
| -0.1677 | -4.27 | |
| 0.2414 | 7.49 | |
| -0.2281 | -7.63 | |
| 0.1560 | 4.84 | |
| -0.0727 | -2.13 | |
| 0.0212 | 0.44 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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