Empire Petroleum Corp GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
88.97%
decreased by 2.25%
1 Week
89.86%
decreased by 1.36%
1 Month
93.36%
increased by 2.14%
Analysis last updated: Tuesday, June 9, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3178 | 2.83 | |
| 0.0303 | 9.24 | |
| 0.9374 | 354.53 | |
| 0.0647 | 9.18 |
Estimation Period:
Apr 25, 2003 to Jun 5, 2026
Apr 25, 2003 to Jun 5, 2026
Other Empire Petroleum Corp Analyses
Other GJR-GARCH Analyses on Equities