iShares Global Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.95% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 7.22 | |
| 0.1457 | 31.93 | |
| 0.9835 | 1,013.93 | |
| -0.0722 | -18.08 |
Estimation Period:
Nov 23, 2001 to Feb 20, 2026
Nov 23, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares Global Energy ETF Analyses
Other EGARCH Analyses on ETFs