Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.29%
decreased by 0.05%
1 Week
20.99%
increased by 2.65%
1 Month
20.32%
increased by 1.98%
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 | |
|---|---|---|
| 36 | ||
| 0.5000 | 52.09 | |
| 0.0000 | 0.00 | |
| -0.5000 | -55.07 | |
| 0.0000 | 0.00 | |
| 0.2624 | 30.27 | |
| 0.5507 | 48.07 |
Estimation Period:
Nov 25, 2025 to Jun 12, 2026
Nov 25, 2025 to Jun 12, 2026
Other Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF Analyses
Other MF2-GARCH Analyses on ETFs