V-Lab
iShares Global Energy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.09% (-0.16%)
Analysis last updated: Thursday, April 25, 2024 at 09:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1165 | 5.82 | |
| 0.0815 | 7.12 | |
| 0.9110 | 85.47 | |
| 0.0017 | 0.80 |
Estimation Period:
Nov 23, 2001 to Apr 19, 2024
Nov 23, 2001 to Apr 19, 2024
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