Texas Capital Texas Oil Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.91% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7796 | 5.65 | |
| 0.0003 | 0.02 | |
| 0.6483 | 15.99 | |
| 0.1476 | 2.60 |
Estimation Period:
Dec 21, 2023 to Feb 6, 2026
Dec 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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