Nuverra Environmental Solutions, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4034 | 2.32 | |
| 0.1861 | 4.45 | |
| 0.4827 | 3.87 | |
| 11.8808 | 2.36 | |
| -20.3523 | -2.58 | |
| 17.7627 | 2.85 | |
| -18.5620 | -3.43 | |
| 18.4511 | 3.64 | |
| -16.2753 | -2.78 | |
| 6.0351 | 0.96 | |
| 6.6148 | 1.30 | |
| -2.9912 | -0.55 |
Estimation Period:
Oct 12, 2017 to Feb 18, 2022
Oct 12, 2017 to Feb 18, 2022
News Impact Curve
Volatility Forecasts
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