Expand Energy 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
31.27%
increased by 0.44%
1 Week
31.78%
increased by 0.95%
1 Month
33.73%
increased by 2.90%
Analysis last updated: Tuesday, June 9, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 14.59 | |
| 0.0502 | 13.02 | |
| 0.9265 | 558.81 | |
| 0.0465 | 7.40 |
Estimation Period:
Feb 16, 1993 to Jun 5, 2026
Feb 16, 1993 to Jun 5, 2026
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