Cohen Development Gas & Oil GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:21.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 11.24 | |
| 0.0409 | 14.03 | |
| 0.9403 | 573.34 | |
| 0.0291 | 5.73 |
Estimation Period:
Jan 23, 1995 to Feb 12, 2026
Jan 23, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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