Continental Resources Inc/OK MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, November 22nd, 2022):
1 Day
24.23%
1 Week
25.55%
1 Month
30.14%
Analysis last updated: Monday, November 21, 2022 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0000 | 0.00 | |
| 0.9087 | 292.47 | |
| 0.1317 | 25.84 | |
| 2.1638 | 0.41 | |
| 0.8188 | 0.40 | |
| 0.0000 | 0.00 |
Estimation Period:
May 15, 2007 to Nov 18, 2022
May 15, 2007 to Nov 18, 2022
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