iShares Systematic Alternatives Active ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
1.15%
increased by 0.19%
1 Week
1.09%
increased by 0.13%
1 Month
1.08%
increased by 0.12%
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 | |
|---|---|---|
| 41 | ||
| 0.5003 | 5,002,630.00 | |
| 0.0022 | 22,110.00 | |
| -0.4996 | -4,995,920.00 | |
| 0.0045 | 4,504.00 | |
| 0.0002 | 1,650.00 | |
| 0.0017 | 11.06 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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