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Cohen Development Gas & Oil Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.57% (+1.99%)
Analysis last updated: Thursday, February 19, 2026 at 08:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cohen Development Gas & Oil S0GARCH
paramt-stat
ω1.28134.50
α0.07825.73
β0.847236.77
γ1-0.1610-3.95
γ20.19943.49
γ30.01290.36
γ4-0.0746-1.85
γ50.02650.70
γ6-0.0026-0.11
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts