Pioneer Natural Resources Co APARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 3rd, 2024):
1 Day
24.03%
1 Week
24.81%
1 Month
27.57%
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 | |
|---|---|---|
| 0.0774 | 12.47 | |
| 0.0693 | 25.02 | |
| 0.9211 | 342.92 | |
| 0.3689 | 16.83 | |
| 1.5260 | 28.71 |
Estimation Period:
Aug 8, 1997 to Apr 26, 2024
Aug 8, 1997 to Apr 26, 2024
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