iShares U.S. Energy ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.62% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 15.91 | |
| 0.0262 | 12.20 | |
| 0.9229 | 465.40 | |
| 0.0772 | 13.22 |
Estimation Period:
Jun 16, 2000 to Feb 13, 2026
Jun 16, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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