iShares U.S. Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.05% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0506 | 5.53 | |
| 0.0766 | 6.27 | |
| 0.9152 | 78.71 | |
| 0.0035 | 1.08 |
Estimation Period:
May 5, 2006 to Feb 13, 2026
May 5, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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