Chesapeake Granite Wash Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.78% (-6.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5346 | 3.09 | |
| 0.2143 | 5.48 | |
| 0.7029 | 16.65 | |
| -1.0269 | -1.83 | |
| 1.9364 | 2.59 | |
| -1.7274 | -4.40 | |
| 1.3519 | 2.98 | |
| -0.7120 | -1.24 | |
| 0.1639 | 0.30 | |
| -0.4012 | -0.94 | |
| 1.1271 | 3.14 | |
| -1.0245 | -4.79 |
Estimation Period:
Nov 11, 2011 to Jan 30, 2026
Nov 11, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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