Canvas Energy LLC GJR-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.09 | |
| 0.6800 | 13.86 | |
| 0.5125 | 11.02 | |
| -0.3849 | -3.00 |
Estimation Period:
May 23, 2017 to Aug 14, 2020
May 23, 2017 to Aug 14, 2020
News Impact Curve
Volatility Forecasts
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