Earthstone Energy Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0294 | 2.74 | |
| 0.0964 | 7.63 | |
| 0.8629 | 43.51 | |
| 0.2918 | 1.13 | |
| -0.4161 | -0.98 | |
| 0.1854 | 0.63 | |
| -0.2561 | -1.32 | |
| 0.4771 | 3.95 | |
| -0.4966 | -4.70 | |
| 0.3655 | 3.61 | |
| -0.2032 | -2.08 | |
| 0.0496 | 0.56 | |
| 0.0060 | 0.11 |
Estimation Period:
Jan 1, 1990 to Oct 27, 2023
Jan 1, 1990 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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