V-Lab
iShares Global Energy ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:13.15% (-0.21%)
Analysis last updated: Monday, April 29, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0978 | 5.63 | |
| 0.0815 | 7.17 | |
| 0.9117 | 86.45 | |
| 0.0002 | 0.38 |
Estimation Period:
Nov 23, 2001 to Apr 26, 2024
Nov 23, 2001 to Apr 26, 2024
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