Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.45%
decreased by 0.54%
1 Week
4.91%
decreased by 0.08%
1 Month
5.02%
increased by 0.03%
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 | |
|---|---|---|
| 36 | ||
| 0.4314 | 4,313,820.00 | |
| 0.1317 | 1,317,420.00 | |
| -0.4236 | -4,236,470.00 | |
| 0.0875 | 874,610.00 | |
| 0.0076 | 75,820.00 | |
| 0.0264 | 263,940.00 |
Estimation Period:
Nov 25, 2025 to May 22, 2026
Nov 25, 2025 to May 22, 2026
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