iShares Global Energy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.75% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 16.29 | |
| 0.0255 | 11.59 | |
| 0.9208 | 443.97 | |
| 0.0815 | 12.92 |
Estimation Period:
Nov 23, 2001 to Feb 20, 2026
Nov 23, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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