V-Lab
Range Resources Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 14th, 2019:69.98% (-0.21%)
Analysis last updated: Monday, March 1, 2021 at 08:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6207 | 12.27 | |
| 0.0637 | 10.72 | |
| 0.8600 | 184.15 | |
| 0.1115 | 7.30 |
Estimation Period:
Jan 9, 1996 to Jan 25, 2019
Jan 9, 1996 to Jan 25, 2019
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