Marathon Petroleum Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.38% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 13.06 | |
| 0.0189 | 7.31 | |
| 0.9295 | 285.38 | |
| 0.0582 | 8.73 |
Estimation Period:
Jun 24, 2011 to Feb 20, 2026
Jun 24, 2011 to Feb 20, 2026
News Impact Curve
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