V-Lab
V-Lab

iShares Global Energy ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.61% (+1.60%)

Analysis last updated: Wednesday, May 1, 2024 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Global Energy ETF APARCH
paramt-stat
ω0.023923.54
α0.075532.60
β0.9245436.71
γ0.538323.53
δ1.156427.90
Estimation Period:
Nov 23, 2001 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts