California Resources Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 5.29 | |
| 0.1331 | 16.19 | |
| 0.9908 | 607.87 | |
| -0.0661 | -8.89 |
Estimation Period:
Nov 13, 2014 to Jul 10, 2020
Nov 13, 2014 to Jul 10, 2020
News Impact Curve
Volatility Forecasts
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