Pioneer Natural Resources Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 3rd, 2024):
1 Day
24.61%
1 Week
25.39%
1 Month
28.02%
Analysis last updated: Thursday, May 2, 2024 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1143 | 14.10 | |
| 0.0254 | 10.16 | |
| 0.9202 | 368.38 | |
| 0.0787 | 12.53 |
Estimation Period:
Aug 8, 1997 to Apr 26, 2024
Aug 8, 1997 to Apr 26, 2024
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