iShares Systematic Alternatives Active ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.22%
decreased by 1.02%
1 Week
7.71%
decreased by 0.53%
1 Month
7.85%
decreased by 0.39%
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 | |
|---|---|---|
| 0.1788 | 3.71 | |
| 0.0620 | 1.76 | |
| 0.1024 | 0.51 | |
| 0.2229 | 1.12 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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