Hammerhead Energy Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3651 | 2.17 | |
| 0.4233 | 3.11 | |
| 0.5709 | 4.19 | |
| 77.3052 | 0.32 | |
| -107.4930 | -0.34 | |
| 36.0463 | 0.22 | |
| -27.1205 | -0.14 | |
| 73.5853 | 0.39 | |
| -127.0223 | -0.89 | |
| 167.2409 | 1.63 | |
| -246.0788 | -2.31 | |
| 526.0115 | 3.22 | |
| -611.8677 | -3.92 |
Estimation Period:
Oct 5, 2021 to Feb 24, 2023
Oct 5, 2021 to Feb 24, 2023
News Impact Curve
Volatility Forecasts
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