V-Lab
V-Lab

iShares Global Energy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 1st, 2024:13.97% (+0.20%)

Analysis last updated: Thursday, March 28, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Global Energy ETF S0GARCH
paramt-stat
ω1.09095.63
α0.08177.17
β0.911486.08
γ10.00020.32
Estimation Period:
Nov 23, 2001 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts