OGE Energy Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.62%
decreased by 0.84%
1 Week
22.48%
decreased by 0.98%
1 Month
22.01%
decreased by 1.45%
Analysis last updated: Saturday, June 13, 2026 at 12:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 20.85 | |
| 0.0609 | 19.28 | |
| 0.8802 | 336.20 | |
| 0.0592 | 7.88 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities