iShares Nasdaq Premium Income Active ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.76%
decreased by 1.76%
1 Week
21.84%
decreased by 2.68%
1 Month
20.78%
decreased by 3.74%
Analysis last updated: Saturday, June 13, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4031 | 2.97 | |
| 0.0000 | 0.00 | |
| 0.6924 | 7.68 | |
| 0.1214 | 3.21 |
Estimation Period:
Dec 3, 2025 to Jun 12, 2026
Dec 3, 2025 to Jun 12, 2026
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