V-Lab: Chesapeake Energy Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Chesapeake Energy Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.00% (-0.82%)

Analysis last updated: Thursday, April 18, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	25.3724	7.10
$α$	0.0653	77.55
$β$	0.9975	3228.25
$ν$	5	25.35

Estimation Period:
Feb 16, 1993 to Apr 12, 2024