V-Lab: Chesapeake Granite Wash Trust Zero Slope Spline-GARCH Volatility Analysis

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Chesapeake Granite Wash Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:51.38% (-1.00%)

Analysis last updated: Saturday, December 13, 2025 at 03:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5260	3.13
$α$	0.2166	5.41
$β$	0.6950	15.62
$γ_{1}$	-1.0546	-1.89
$γ_{2}$	1.9882	2.69
$γ_{3}$	-1.7666	-4.47
$γ_{4}$	1.3677	2.97
$γ_{5}$	-0.7212	-1.26
$γ_{6}$	0.2281	0.44
$γ_{7}$	-0.5551	-1.37
$γ_{8}$	1.3164	3.94
$γ_{9}$	-1.1581	-5.73

Estimation Period:
Nov 11, 2011 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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