Saturn Oil & Gas Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.48% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1863 | 10.52 | |
| 0.0541 | 13.10 | |
| 0.9371 | 428.28 | |
| 0.0176 | 2.31 |
Estimation Period:
May 3, 2004 to Feb 13, 2026
May 3, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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