iShares Systematic Alternatives Active ETF 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
5.09%
increased by 0.04%
1 Week
5.15%
increased by 0.10%
1 Month
5.39%
increased by 0.34%
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 | |
|---|---|---|
| 0.0012 | 2.37 | |
| 0.2854 | 6.40 | |
| 0.7146 | 27.92 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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