Chesapeake Granite Wash Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.81% (+5.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6922 | 17.12 | |
| 0.1764 | 13.69 | |
| 0.7683 | 118.76 | |
| 0.0450 | 1.85 |
Estimation Period:
Nov 11, 2011 to Feb 6, 2026
Nov 11, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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