JPMorgan Recession Probability Model
Track JPMorgan's market-implied recession probability model. Combines bond, equity, and credit market signals into a single probability estimate.
Current Value
Trigger Level: >50% = high probability
Historical Trend
AI Analysis
Today's JPM Recession Probability stands at 35%, remaining unchanged over the past 36 days, indicating a flat trend with no fluctuations. This consistent reading suggests a moderate recession risk, but with no upward movement, the immediate risk of a recession remains stable and does not indicate an increasing likelihood of economic downturn in the near term.
What is the JPM Recession Prob?
JPMorgan's recession probability model combines signals from Treasury yields, credit spreads, equity volatility, and other market-based indicators to estimate the probability that the U.S. is entering or in a recession.
Why It Matters for Recession Risk
Market-based probability models synthesize the collective intelligence of millions of investors. When the model exceeds 50%, markets are pricing in a recession as the base case.
Historical Context
The model has historically spiked above 60% within months of recession onset. It provides a useful summary of how financial markets are pricing recession risk in real time.
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