Coil GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
32.21%
decreased by 0.09%
1 Week
37.42%
increased by 5.12%
1 Month
46.36%
increased by 14.06%
Analysis last updated: Friday, June 12, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2588 | 21.72 | |
| 0.1871 | 15.43 | |
| 0.6906 | 72.53 | |
| 0.0239 | 1.01 |
Estimation Period:
Dec 7, 1999 to Jun 5, 2026
Dec 7, 1999 to Jun 5, 2026
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