Rockhopper Exploration PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.97% (+3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8312 | 10.24 | |
| 0.0541 | 9.21 | |
| 0.8704 | 115.83 | |
| 0.0827 | 5.45 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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