iShares U.S. Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.03% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 12.43 | |
| 0.0212 | 8.37 | |
| 0.9296 | 403.84 | |
| 0.0781 | 12.61 |
Estimation Period:
May 5, 2006 to Feb 6, 2026
May 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares U.S. Oil & Gas Exploration & Production ETF Analyses
Other GJR-GARCH Analyses on ETFs