Concho Resources LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 19th, 2021):
1 Day
48.22%
1 Week
48.39%
1 Month
48.97%
Analysis last updated: Monday, March 1, 2021 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 9.86 | |
| 0.1271 | 25.62 | |
| 0.9836 | 781.24 | |
| -0.0585 | -12.53 |
Estimation Period:
Aug 3, 2007 to Jan 15, 2021
Aug 3, 2007 to Jan 15, 2021
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