Motor Oil Corinth Refineries GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.62% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1522 | 21.33 | |
| 0.0571 | 17.58 | |
| 0.9034 | 352.47 | |
| 0.0352 | 4.45 |
Estimation Period:
May 31, 2004 to Feb 13, 2026
May 31, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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