Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
27.59%
increased by 0.03%
1 Week
27.67%
increased by 0.11%
1 Month
27.95%
increased by 0.39%
Analysis last updated: Saturday, May 23, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 2.52 | |
| 0.0000 | 0.00 | |
| 0.9910 | 70.45 | |
| 0.3156 | 0.00 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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