V-Lab
Chesapeake Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.67% (+5.26%)
Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 14.62 | |
| 0.0506 | 12.35 | |
| 0.9252 | 519.17 | |
| 0.0484 | 7.18 |
Estimation Period:
Feb 16, 1993 to Apr 26, 2024
Feb 16, 1993 to Apr 26, 2024
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