Marathon Petroleum Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
38.54%
decreased by 1.03%
1 Week
38.43%
decreased by 1.14%
1 Month
38.05%
decreased by 1.52%
Analysis last updated: Tuesday, June 16, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 13.29 | |
| 0.0202 | 7.90 | |
| 0.9298 | 289.84 | |
| 0.0556 | 8.41 |
Estimation Period:
Jun 24, 2011 to Jun 12, 2026
Jun 24, 2011 to Jun 12, 2026
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