iShares Systematic Alternatives Active ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.92%
unchanged at 0.00%
1 Week
7.92%
unchanged at 0.00%
1 Month
7.92%
unchanged at 0.00%
Analysis last updated: Friday, June 12, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2488 | 0.68 | |
| 0.0000 | 0.00 | |
| 0.8203 | 0.38 | |
| 15.5805 | 0.06 |
Estimation Period:
Dec 10, 2025 to Jun 12, 2026
Dec 10, 2025 to Jun 12, 2026
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