Concho Resources LLC MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, January 19th, 2021):
1 Day
58.48%
1 Week
56.66%
1 Month
52.62%
Analysis last updated: Sunday, March 21, 2021 at 05:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7683 | 50.83 | |
| 0.1453 | 17.29 | |
| 0.3517 | 1.07 | |
| 0.1707 | 1.18 | |
| 0.7830 | 4.28 |
Estimation Period:
Aug 3, 2007 to Jan 15, 2021
Aug 3, 2007 to Jan 15, 2021
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