Earthstone Energy Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8321 | 2.64 | |
| 0.0938 | 7.21 | |
| 0.8586 | 39.58 | |
| 0.3016 | 1.21 | |
| -0.4460 | -1.11 | |
| 0.2230 | 0.83 | |
| -0.2878 | -1.62 | |
| 0.5054 | 4.54 | |
| -0.5276 | -5.32 | |
| 0.4038 | 4.16 | |
| -0.2551 | -2.69 | |
| 0.1517 | 1.63 | |
| -0.2633 | -1.95 |
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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