Union Jack Oil PLC GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
65.16%
increased by 1.73%
1 Week
69.59%
increased by 6.16%
1 Month
75.23%
increased by 11.80%
Analysis last updated: Thursday, May 21, 2026 at 09:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7053 | 15.56 | |
| 0.2745 | 16.68 | |
| 0.5606 | 25.47 | |
| -0.0582 | -1.93 |
Estimation Period:
Jul 30, 2013 to May 15, 2026
Jul 30, 2013 to May 15, 2026
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