Murphy Oil Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
46.78%
decreased by 0.93%
1 Week
46.74%
decreased by 0.97%
1 Month
46.61%
decreased by 1.10%
Analysis last updated: Saturday, June 13, 2026 at 12:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 9.20 | |
| 0.0172 | 11.89 | |
| 0.9578 | 826.43 | |
| 0.0441 | 13.47 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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