iShares Systematic Alternatives Active ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.60%
unchanged at 0.00%
1 Week
7.60%
unchanged at 0.00%
1 Month
7.60%
unchanged at 0.00%
Analysis last updated: Friday, May 22, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2290 | 0.61 | |
| 0.0000 | 0.00 | |
| 0.8298 | 0.45 | |
| 12.9402 | 0.07 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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