Murphy Oil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.75% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 9.19 | |
| 0.0171 | 11.77 | |
| 0.9576 | 821.27 | |
| 0.0448 | 13.55 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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