Rosehill Resources Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0931 | 2.80 | |
| 0.2099 | 1.91 | |
| 0.6181 | 4.78 | |
| 19.8646 | 2.70 | |
| -30.2963 | -2.76 | |
| 9.5419 | 1.46 | |
| 4.6040 | 0.88 | |
| -8.3498 | -1.67 | |
| 7.3246 | 1.64 | |
| -0.5413 | -0.14 | |
| 3.0475 | 0.52 |
Estimation Period:
Apr 25, 2016 to Sep 4, 2020
Apr 25, 2016 to Sep 4, 2020
News Impact Curve
Volatility Forecasts
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