California Resources Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4922 | 6.70 | |
| 0.0110 | 2.80 | |
| 0.9348 | 252.73 | |
| 0.0926 | 10.32 |
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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