VOC Energy Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:47.02% (+7.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1195 | 5.48 | |
| 0.0555 | 6.37 | |
| 0.9386 | 150.32 | |
| -0.0080 | -0.91 |
Estimation Period:
May 6, 2011 to Feb 27, 2026
May 6, 2011 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other VOC Energy Trust Analyses
Other GJR-GARCH Analyses on Units