V-Lab
iShares Global Energy ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:17.98% (+4.33%)
Analysis last updated: Tuesday, April 30, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1165 | 5.76 | |
| 0.0815 | 7.13 | |
| 0.9112 | 85.83 | |
| 0.0014 | 0.65 |
Estimation Period:
Nov 23, 2001 to Apr 26, 2024
Nov 23, 2001 to Apr 26, 2024
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