Southwestern Energy Co EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, October 1st, 2024):
1 Day
33.63%
1 Week
34.28%
1 Month
36.79%
Analysis last updated: Monday, September 30, 2024 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 13.60 | |
| 0.1544 | 18.44 | |
| 0.9849 | 810.63 | |
| -0.0342 | -4.23 |
Estimation Period:
Jan 2, 1990 to Sep 27, 2024
Jan 2, 1990 to Sep 27, 2024
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