MV Oil Trust GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
79.56%
increased by 0.31%
1 Week
80.47%
increased by 1.22%
1 Month
84.02%
increased by 4.77%
Analysis last updated: Tuesday, June 9, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2894 | 19.02 | |
| 0.1740 | 17.66 | |
| 0.7799 | 129.49 | |
| 0.0920 | 4.25 |
Estimation Period:
Jan 19, 2007 to Jun 5, 2026
Jan 19, 2007 to Jun 5, 2026
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