iShares U.S. Oil & Gas Exploration & Production ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.50% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 16.16 | |
| 0.0752 | 25.26 | |
| 0.9172 | 321.49 |
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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