Chesapeake Energy Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0154 | 6.96 | |
| 0.1179 | 30.10 | |
| 0.9975 | 1,608.81 | |
| -0.0289 | -6.62 |
Estimation Period:
Feb 5, 1993 to Jun 26, 2020
Feb 5, 1993 to Jun 26, 2020
News Impact Curve
Volatility Forecasts
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