iShares U.S. Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.77% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 6.68 | |
| 0.0739 | 30.62 | |
| 0.9118 | 372.93 | |
| 0.7412 | 25.46 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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