V-Lab
V-Lab
iShares Global Energy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:33.86% (-1.20%)
Analysis last updated: Thursday, May 8, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Global Energy ETF GJR-GARCH
paramt-stat
ω0.027015.14
α0.023810.74
β0.9233432.64
γ0.082813.51
Estimation Period:
Nov 23, 2001 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts