iShares Systematic Alternatives Active ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
10.61%
decreased by 0.17%
1 Week
11.10%
increased by 0.32%
1 Month
13.15%
increased by 2.37%
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 | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.02 | |
| 0.9224 | 178.07 | |
| 0.1552 | 28.96 | |
| 0.0000 | 0.00 | |
| 0.2019 | 28.86 | |
| 0.7981 | 36.96 |
Estimation Period:
Dec 10, 2025 to Jun 12, 2026
Dec 10, 2025 to Jun 12, 2026
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