V-Lab: MV Oil Trust GJR-GARCH Volatility Analysis

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V-Lab

MV Oil Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:154.43% (-14.59%)

Analysis last updated: Monday, December 15, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2895	18.23
$α$	0.1587	20.41
$β$	0.7816	121.64
$γ$	0.1194	5.73

Estimation Period:
Jan 19, 2007 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts