iShares Global Energy ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:21.02% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 19.93 | |
| 0.0798 | 28.01 | |
| 0.9109 | 346.35 |
Estimation Period:
Nov 23, 2001 to Feb 27, 2026
Nov 23, 2001 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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