Legacy Reserves Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4924 | 1.59 | |
| 0.2213 | 7.02 | |
| 0.7531 | 27.35 | |
| 0.3969 | 0.68 | |
| -0.9442 | -1.12 | |
| 1.0326 | 2.01 | |
| -0.9190 | -2.04 | |
| 1.4619 | 3.22 | |
| -2.2643 | -4.94 | |
| 2.1303 | 3.59 | |
| -1.0250 | -1.11 |
Estimation Period:
Jan 15, 2007 to Dec 6, 2019
Jan 15, 2007 to Dec 6, 2019
News Impact Curve
Volatility Forecasts
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