Epsilon Energy Ltd. GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
34.41%
decreased by 1.43%
1 Week
38.36%
increased by 2.52%
1 Month
43.07%
increased by 7.23%
Analysis last updated: Thursday, July 2, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6359 | 19.07 | |
| 0.2517 | 5.47 | |
| 0.5641 | 35.00 | |
| -0.0315 | -0.47 |
Estimation Period:
Dec 12, 2013 to Jul 2, 2026
Dec 12, 2013 to Jul 2, 2026
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