V-Lab: Concho Resources Inc GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Concho Resources Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 19th, 2021:51.41% (+5.69%)

Analysis last updated: Monday, March 1, 2021 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.2971	4.46
$α$	0.0638	19.58
$β$	0.9882	401.87
$ν$	6	4.69

Estimation Period:
Aug 3, 2007 to Jan 15, 2021