Global X Crude OIL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.24% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 13.29 | |
| 0.0445 | 5.79 | |
| 0.9216 | 218.59 | |
| 0.0483 | 4.63 |
Estimation Period:
Jun 25, 2009 to Feb 6, 2026
Jun 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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