California Resources Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0326 | 6.40 | |
| 0.1240 | 2.94 | |
| 0.5941 | 5.63 | |
| 7.5579 | 6.60 | |
| -11.6437 | -6.22 | |
| 4.0731 | 2.61 | |
| 1.3058 | 0.78 | |
| -1.7289 | -0.89 | |
| 0.8317 | 0.46 | |
| 0.4952 | 0.30 | |
| -2.0364 | -1.63 |
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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