Lilis Energy Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 7th, 2020):
1 Day
343.25%
1 Week
343.55%
1 Month
344.74%
Analysis last updated: Monday, March 1, 2021 at 08:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4077 | 5.11 | |
| 0.0329 | 4.16 | |
| 0.9412 | 207.04 | |
| 0.0519 | 3.37 |
Estimation Period:
Sep 23, 2009 to Dec 4, 2020
Sep 23, 2009 to Dec 4, 2020
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