California Resources Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.10% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 8.12 | |
| 0.1292 | 10.78 | |
| 0.9647 | 229.54 | |
| -0.0383 | -3.94 |
Estimation Period:
Nov 2, 2020 to Feb 6, 2026
Nov 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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