Marathon Petroleum Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.89% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1148 | 12.95 | |
| 0.0181 | 7.09 | |
| 0.9295 | 285.31 | |
| 0.0596 | 8.98 |
Estimation Period:
Jun 24, 2011 to Feb 6, 2026
Jun 24, 2011 to Feb 6, 2026
News Impact Curve
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