Occidental Petroleum Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
37.00%
decreased by 0.54%
1 Week
36.97%
decreased by 0.57%
1 Month
36.84%
decreased by 0.70%
Analysis last updated: Saturday, June 13, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 14.94 | |
| 0.0313 | 15.68 | |
| 0.9459 | 692.46 | |
| 0.0333 | 7.29 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities