iShares Systematic Alternatives Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
8.02%
unchanged at 0.00%
1 Week
8.02%
unchanged at 0.00%
1 Month
8.02%
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 | |
|---|---|---|
| 0.9638 | 2.63 | |
| 0.0000 | 0.00 | |
| 0.9117 | 2.68 | |
| -0.8928 | -0.26 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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