iShares Global Energy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.58% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0062 | 3.20 | |
| 0.9048 | 297.43 | |
| 0.0941 | 26.96 | |
| 0.2737 | 7.10 | |
| 0.8047 | 17.67 | |
| 0.0623 | 1.01 |
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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