Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.23%
increased by 3.06%
1 Week
26.31%
increased by 3.14%
1 Month
26.51%
increased by 3.34%
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 | |
|---|---|---|
| 0.0726 | 9.43 | |
| -0.3612 | -3.49 | |
| 0.9308 | 11.68 | |
| -0.0833 | -0.43 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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