iShares Systematic Alternatives Active ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
6.54%
unchanged at 0.00%
1 Week
6.54%
unchanged at 0.00%
1 Month
6.54%
unchanged at 0.00%
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 | |
|---|---|---|
| 0.7541 | 2.43 | |
| 0.0000 | 0.00 | |
| 0.6957 | 0.61 | |
| -10.4112 | -1.10 |
Estimation Period:
Dec 10, 2025 to May 22, 2026
Dec 10, 2025 to May 22, 2026
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