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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Portfolio Building Block Integrated Oil Gas Exploration & Production Index ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m36
α0.43144,313,820.00
β0.13171,317,420.00
γ-0.4236-4,236,470.00
λ10.0875874,610.00
λ20.007675,820.00
λ30.0264263,940.00
Estimation Period:
Nov 25, 2025 to May 22, 2026