iShares Nasdaq Premium Income Active ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.45%
increased by 0.29%
1 Week
18.25%
increased by 1.09%
1 Month
18.56%
increased by 1.40%
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 | |
|---|---|---|
| 0.1860 | 1.15 | |
| -0.0741 | -1.83 | |
| 0.4254 | 3.52 | |
| -0.2580 | -6.53 |
Estimation Period:
Dec 3, 2025 to May 22, 2026
Dec 3, 2025 to May 22, 2026
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