Carrizo Oil & Gas Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8791 | 5.13 | |
| 0.0759 | 8.33 | |
| 0.8883 | 58.96 | |
| -0.2133 | -4.09 | |
| 0.3025 | 4.07 | |
| -0.0802 | -1.91 | |
| -0.0477 | -1.21 | |
| 0.0966 | 2.08 | |
| -0.0931 | -1.34 |
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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