VOC Energy Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:38.53% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1197 | 5.45 | |
| 0.0559 | 6.37 | |
| 0.9383 | 149.04 | |
| -0.0080 | -0.90 |
Estimation Period:
May 6, 2011 to Dec 12, 2025
May 6, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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