Continental Resources Inc/OK GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 22nd, 2022):
1 Day
23.97%
1 Week
25.19%
1 Month
29.44%
Analysis last updated: Monday, November 21, 2022 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1309 | 11.17 | |
| 0.0213 | 9.50 | |
| 0.9198 | 368.38 | |
| 0.1078 | 15.77 |
Estimation Period:
May 15, 2007 to Nov 18, 2022
May 15, 2007 to Nov 18, 2022
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