Chesapeake Granite Wash Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
31.84%
decreased by 1.07%
1 Week
35.77%
increased by 2.86%
1 Month
46.13%
increased by 13.22%
Analysis last updated: Wednesday, June 10, 2026 at 12:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6854 | 17.32 | |
| 0.1750 | 13.62 | |
| 0.7695 | 119.19 | |
| 0.0414 | 1.72 |
Estimation Period:
Nov 11, 2011 to Jun 5, 2026
Nov 11, 2011 to Jun 5, 2026
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