iShares Systematic Alternatives Active ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
6.93%
decreased by 1.39%
1 Week
7.50%
decreased by 0.82%
1 Month
7.63%
decreased by 0.69%
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 | |
|---|---|---|
| -1.2132 | -3.77 | |
| 0.3207 | 7.18 | |
| 0.1664 | 0.76 | |
| -0.0848 | -1.94 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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