Continental Resources Inc/OK APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 22nd, 2022):
1 Day
19.56%
1 Week
20.85%
1 Month
25.58%
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 | |
|---|---|---|
| 0.0738 | 12.01 | |
| 0.0780 | 26.82 | |
| 0.9220 | 360.86 | |
| 0.4759 | 16.40 | |
| 1.4038 | 23.34 |
Estimation Period:
May 15, 2007 to Nov 18, 2022
May 15, 2007 to Nov 18, 2022
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