Continental Resources Inc/OK EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 22nd, 2022):
1 Day
13.48%
1 Week
14.12%
1 Month
16.92%
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 | |
|---|---|---|
| 0.0418 | 11.10 | |
| 0.1612 | 32.66 | |
| 0.9857 | 984.73 | |
| -0.0764 | -14.44 |
Estimation Period:
May 15, 2007 to Nov 18, 2022
May 15, 2007 to Nov 18, 2022
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