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Pacific Exploration and Production Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 29, 2016 at 06:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacific Exploration and Production Corp S0GARCH
paramt-stat
ω2.28425.68
α0.20297.52
β0.693120.06
γ1-0.1171-0.93
γ20.27891.35
γ3-0.1120-0.77
γ4-0.2441-1.88
γ50.20281.54
γ6-0.0074-0.06
γ70.31911.84
γ8-0.5408-3.19
Estimation Period:
Jan 1, 1990 to Apr 15, 2016
Impact of return on volatility tomorrow
Volatility Forecasts