Murphy Oil Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
47.19%
increased by 1.13%
1 Week
47.15%
increased by 1.09%
1 Month
47.01%
increased by 0.95%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 9.20 | |
| 0.0172 | 11.89 | |
| 0.9578 | 826.42 | |
| 0.0441 | 13.46 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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