V-Lab: Concho Resources Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Concho Resources Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 19th, 2021:58.48% (+12.95%)

Analysis last updated: Sunday, March 21, 2021 at 05:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0000	0.00
$β$	0.7683	50.83
$γ$	0.1453	17.29
$λ_{1}$	0.3517	1.07
$λ_{2}$	0.1707	1.18
$λ_{3}$	0.7830	4.28

Estimation Period:
Aug 3, 2007 to Jan 15, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts