MV Oil Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:93.08% (-11.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2828 | 18.43 | |
| 0.1597 | 20.78 | |
| 0.7843 | 128.61 | |
| 0.1121 | 5.66 |
Estimation Period:
Jan 19, 2007 to Feb 20, 2026
Jan 19, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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