iShares Nasdaq Premium Income Active ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.08%
decreased by 0.28%
1 Week
17.60%
increased by 0.24%
1 Month
18.50%
increased by 1.14%
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 | |
|---|---|---|
| 0.1968 | 2.96 | |
| 0.0000 | 0.00 | |
| 0.8035 | 14.87 | |
| 0.1235 | 1.91 |
Estimation Period:
Dec 3, 2025 to May 22, 2026
Dec 3, 2025 to May 22, 2026
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