VOC Energy Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.52% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1189 | 5.46 | |
| 0.0555 | 6.37 | |
| 0.9386 | 150.08 | |
| -0.0080 | -0.90 |
Estimation Period:
May 6, 2011 to Feb 6, 2026
May 6, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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