V-Lab: Continental Resources Inc/OK GAS-GARCH Student T Volatility Analysis

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V-Lab

Continental Resources Inc/OK GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 22nd, 2022:17.98% (-0.32%)

Analysis last updated: Monday, November 21, 2022 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.6564	6.21
$α$	0.0633	35.77
$β$	0.9916	685.78
$ν$	6	7.92

Estimation Period:
May 15, 2007 to Nov 18, 2022