Chesapeake Granite Wash Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.66% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6929 | 17.12 | |
| 0.1761 | 13.67 | |
| 0.7682 | 118.56 | |
| 0.0451 | 1.85 |
Estimation Period:
Nov 11, 2011 to Feb 13, 2026
Nov 11, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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