California Resources Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.96% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2235 | 8.70 | |
| 0.0295 | 4.72 | |
| 0.9187 | 144.88 | |
| 0.0389 | 2.38 |
Estimation Period:
Nov 2, 2020 to Feb 6, 2026
Nov 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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