iShares Systematic Alternatives Active ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.90%
unchanged at 0.00%
1 Week
7.90%
unchanged at 0.00%
1 Month
7.90%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.0633 | 1.38 | |
| 0.0002 | 0.01 | |
| 0.8972 | 19.49 | |
| 1.0000 | 0.37 | |
| 0.6918 | 1.45 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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