iShares Systematic Alternatives Active ETF GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
7.75%
unchanged at 0.00%
1 Week
7.83%
increased by 0.08%
1 Month
7.84%
increased by 0.09%
Analysis last updated: Friday, July 17, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 10, 2025 to Jul 17, 2026σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2369 | 3.71*** |
α ARCH Response to squared shocks | 0.0309 | 1.48 |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Persistence:
0.031
Half-life:
0 days
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