Marine Petroleum Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
44.07%
decreased by 1.12%
1 Week
45.22%
increased by 0.03%
1 Month
49.25%
increased by 4.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2906 | 14.03 | |
| 0.1355 | 14.15 | |
| 0.8660 | 197.13 | |
| -0.0251 | -1.72 |
Estimation Period:
Aug 28, 1995 to Jun 5, 2026
Aug 28, 1995 to Jun 5, 2026
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