iShares Global Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.91% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 7.20 | |
| 0.1456 | 31.77 | |
| 0.9835 | 1,011.83 | |
| -0.0724 | -18.09 |
Estimation Period:
Nov 23, 2001 to Feb 6, 2026
Nov 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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