Pioneer Natural Resources Co AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 3rd, 2024):
1 Day
25.15%
1 Week
26.09%
1 Month
29.14%
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 | |
|---|---|---|
| 0.0866 | 10.83 | |
| 0.0724 | 27.22 | |
| 0.9067 | 313.85 | |
| 0.9385 | 18.77 |
Estimation Period:
Aug 8, 1997 to Apr 26, 2024
Aug 8, 1997 to Apr 26, 2024
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