Gulf Keystone Petroleum Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.11% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7413 | 9.07 | |
| 0.0384 | 7.36 | |
| 0.8772 | 169.51 | |
| 0.1364 | 11.20 |
Estimation Period:
Nov 11, 2010 to Feb 6, 2026
Nov 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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