Epsilon Energy Ltd. GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
37.94%
decreased by 4.34%
1 Week
40.57%
decreased by 1.71%
1 Month
43.82%
increased by 1.54%
Analysis last updated: Friday, May 22, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6446 | 19.25 | |
| 0.2556 | 5.51 | |
| 0.5603 | 34.92 | |
| -0.0326 | -0.49 |
Estimation Period:
Dec 12, 2013 to May 22, 2026
Dec 12, 2013 to May 22, 2026
Other Epsilon Energy Ltd. Analyses
Other GJR-GARCH Analyses on Equities