United States Oil Fund LP GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.98% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0912 | 19.08 | |
| 0.0574 | 10.32 | |
| 0.8906 | 249.19 | |
| 0.0663 | 6.84 |
Estimation Period:
Apr 10, 2006 to Feb 6, 2026
Apr 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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