Carrizo Oil & Gas Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1502 | 11.88 | |
| 0.0236 | 11.92 | |
| 0.9367 | 447.95 | |
| 0.0632 | 13.40 |
Estimation Period:
Aug 6, 1997 to Dec 20, 2019
Aug 6, 1997 to Dec 20, 2019
News Impact Curve
Volatility Forecasts
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