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Hammerhead Energy Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, September 11, 2023 at 06:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Hammerhead Energy Inc S0GARCH
paramt-stat
ω1.36512.17
α0.42333.11
β0.57094.19
γ177.30520.32
γ2-107.4930-0.34
γ336.04630.22
γ4-27.1205-0.14
γ573.58530.39
γ6-127.0223-0.89
γ7167.24091.63
γ8-246.0788-2.31
γ9526.01153.22
γ10-611.8677-3.92
Estimation Period:
Oct 5, 2021 to Feb 24, 2023
Impact of return on volatility tomorrow
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