iShares U.S. Oil & Gas Exploration & Production ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.17% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 5.77 | |
| 0.1342 | 29.38 | |
| 0.9876 | 967.24 | |
| -0.0691 | -15.59 |
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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