International Petroleum GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.32% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2728 | 10.53 | |
| 0.0302 | 6.18 | |
| 0.9184 | 182.44 | |
| 0.0415 | 3.92 |
Estimation Period:
Apr 24, 2017 to Feb 6, 2026
Apr 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other International Petroleum Analyses
Other GJR-GARCH Analyses on International Equities