iShares Systematic Alternatives Active ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.25%
decreased by 0.63%
1 Week
7.58%
decreased by 0.30%
1 Month
7.66%
decreased by 0.22%
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 | |
|---|---|---|
| 0.1813 | 4.47 | |
| 0.1083 | 4.09 | |
| 0.1116 | 0.66 | |
| 0.1260 | 1.56 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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