Noble Midstream Partners LP Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5140 | 5.67 | |
| 0.0836 | 2.25 | |
| 0.8208 | 12.36 | |
| -2.8152 | -0.90 | |
| 4.1278 | 0.83 | |
| 0.0273 | 0.01 | |
| -5.0587 | -1.81 | |
| 9.1943 | 2.62 | |
| -10.8246 | -2.92 | |
| 5.4533 | 1.33 |
Estimation Period:
Sep 15, 2016 to May 7, 2021
Sep 15, 2016 to May 7, 2021
News Impact Curve
Volatility Forecasts
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