Union Jack Oil PLC GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
58.13%
decreased by 4.09%
1 Week
65.16%
increased by 2.94%
1 Month
73.60%
increased by 11.38%
Analysis last updated: Sunday, June 14, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7234 | 15.47 | |
| 0.2680 | 16.25 | |
| 0.5655 | 25.63 | |
| -0.0597 | -2.05 |
Estimation Period:
Jul 30, 2013 to Jun 12, 2026
Jul 30, 2013 to Jun 12, 2026
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