Oil Country Tubular AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.06% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5307 | 20.66 | |
| 0.1767 | 31.72 | |
| 0.6863 | 66.10 | |
| -0.1417 | -1.88 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Oil Country Tubular Analyses
Other AGARCH Analyses on International Equities