iShares Nasdaq Premium Income Active ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.13%
decreased by 1.65%
1 Week
16.85%
increased by 1.07%
1 Month
24.92%
increased by 9.14%
Analysis last updated: Saturday, May 23, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1671 | 7.01 | |
| 0.9436 | 0.46 | |
| 0.5282 | 15.99 | |
| -0.9436 | -0.46 |
Estimation Period:
Dec 3, 2025 to May 22, 2026
Dec 3, 2025 to May 22, 2026
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