Carrizo Oil & Gas Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8343 | 4.49 | |
| 0.0769 | 8.45 | |
| 0.8879 | 60.35 | |
| -0.2723 | -3.44 | |
| 0.3404 | 3.00 | |
| -0.0154 | -0.20 | |
| -0.0981 | -1.31 | |
| 0.0561 | 0.82 | |
| 0.0306 | 0.47 | |
| -0.0783 | -1.60 |
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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