Southwestern Energy Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, October 1st, 2024):
1 Day
29.80%
1 Week
30.15%
1 Month
31.52%
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 | |
|---|---|---|
| 0.0457 | 15.28 | |
| 0.0321 | 11.20 | |
| 0.9443 | 399.62 | |
| 0.0451 | 8.84 |
Estimation Period:
Jan 2, 1990 to Sep 27, 2024
Jan 2, 1990 to Sep 27, 2024
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