ConocoPhillips GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.30% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 20.30 | |
| 0.0299 | 16.92 | |
| 0.9335 | 562.33 | |
| 0.0543 | 12.36 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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