iShares Systematic Alternatives 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
5.08%
increased by 0.01%
1 Week
5.15%
increased by 0.08%
1 Month
5.40%
increased by 0.33%
Analysis last updated: Friday, May 22, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 7.06 | |
| 0.2949 | 7.95 | |
| 0.6953 | 26.34 | |
| 0.0197 | 0.26 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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