VOC Energy Trust GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
42.49%
decreased by 1.00%
1 Week
42.79%
decreased by 0.70%
1 Month
43.88%
increased by 0.39%
Analysis last updated: Tuesday, June 9, 2026 at 09:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1232 | 5.47 | |
| 0.0576 | 6.41 | |
| 0.9372 | 146.44 | |
| -0.0098 | -1.08 |
Estimation Period:
May 6, 2011 to Jun 5, 2026
May 6, 2011 to Jun 5, 2026
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