iShares Global Energy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.61% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 16.27 | |
| 0.0253 | 11.48 | |
| 0.9208 | 443.33 | |
| 0.0817 | 12.96 |
Estimation Period:
Nov 23, 2001 to Feb 6, 2026
Nov 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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