Halcon Resources Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9809 | 1.70 | |
| 0.1772 | 9.92 | |
| 0.8220 | 45.63 | |
| 0.0299 | 0.11 | |
| -0.0114 | -0.03 | |
| -0.1482 | -0.43 | |
| -0.0184 | -0.03 | |
| 0.5659 | 0.98 | |
| -1.1248 | -2.30 | |
| 2.1984 | 3.65 |
Estimation Period:
May 25, 2004 to Oct 4, 2019
May 25, 2004 to Oct 4, 2019
News Impact Curve
Volatility Forecasts
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