Roan Resources, Inc. GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3679 | 11.21 | |
| 0.3177 | 2.06 | |
| 0.1823 | 1.88 | |
| 1.0000 | 3.61 |
Estimation Period:
Mar 15, 2017 to Nov 29, 2019
Mar 15, 2017 to Nov 29, 2019
News Impact Curve
Volatility Forecasts
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