Oil Country Tubular GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.97% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4594 | 19.33 | |
| 0.1785 | 16.44 | |
| 0.6973 | 64.20 | |
| -0.0128 | -0.65 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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