Carrizo Oil & Gas Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 11.13 | |
| 0.1334 | 36.14 | |
| 0.9885 | 1,123.34 | |
| -0.0505 | -13.00 |
Estimation Period:
Aug 6, 1997 to Dec 20, 2019
Aug 6, 1997 to Dec 20, 2019
News Impact Curve
Volatility Forecasts
Other Carrizo Oil & Gas Inc Analyses
Other EGARCH Analyses on Equities