Pioneer Natural Resources Co MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 3rd, 2024):
1 Day
22.96%
1 Week
23.44%
1 Month
24.87%
Analysis last updated: Thursday, May 2, 2024 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0192 | 7.65 | |
| 0.8871 | 202.86 | |
| 0.0988 | 20.88 | |
| 0.0440 | 4.28 | |
| 0.0275 | 4.24 | |
| 0.9658 | 120.77 |
Estimation Period:
Aug 8, 1997 to Apr 26, 2024
Aug 8, 1997 to Apr 26, 2024
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