Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.06%
unchanged at 0.00%
1 Week
26.07%
increased by 0.01%
1 Month
26.10%
increased by 0.04%
Analysis last updated: Saturday, June 13, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0803 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9706 | 0.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 25, 2025 to Jun 12, 2026
Nov 25, 2025 to Jun 12, 2026
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