Chesapeake Granite Wash Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.87% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6947 | 17.10 | |
| 0.1766 | 13.68 | |
| 0.7675 | 118.29 | |
| 0.0451 | 1.85 |
Estimation Period:
Nov 11, 2011 to Feb 20, 2026
Nov 11, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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