Expand Energy Corp GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
30.57%
decreased by 0.10%
1 Week
31.09%
increased by 0.42%
1 Month
33.08%
increased by 2.41%
Analysis last updated: Friday, June 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 14.57 | |
| 0.0502 | 13.03 | |
| 0.9265 | 559.16 | |
| 0.0464 | 7.40 |
Estimation Period:
Feb 16, 1993 to Jun 12, 2026
Feb 16, 1993 to Jun 12, 2026
Other Expand Energy Corp Analyses
Other GJR-GARCH Analyses on Equities