V-Lab: WPX Energy Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

WPX Energy Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, January 7th, 2021:70.45% (+3.08%)

Analysis last updated: Monday, March 1, 2021 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	12.1947	5.00
$α$	0.0813	17.06
$β$	0.9848	352.72
$ν$	7	3.65

Estimation Period:
Dec 12, 2011 to Dec 31, 2020