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Microsectors OIL & G Etns DU GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.77% (-1.43%)
Analysis last updated: Friday, February 13, 2026 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Microsectors OIL & G Etns DU GJR-GARCH
paramt-stat
ω0.28306.47
α0.07135.12
β0.9368186.55
γ-0.0378-2.07
Estimation Period:
Nov 16, 2021 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts