California Resources Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7238 | 5.34 | |
| 0.1367 | 3.25 | |
| 0.6357 | 7.26 | |
| 2.3926 | 3.55 | |
| -5.0526 | -5.02 | |
| 4.2689 | 4.82 | |
| -2.1565 | -2.12 | |
| 1.5350 | 1.50 | |
| -1.5046 | -1.05 |
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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