Coterra Energy Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.40% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 14.63 | |
| 0.0232 | 14.95 | |
| 0.9445 | 629.24 | |
| 0.0443 | 11.29 |
Estimation Period:
Feb 8, 1990 to Feb 6, 2026
Feb 8, 1990 to Feb 6, 2026
News Impact Curve
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