Roan Resources, Inc. Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0445 | 2.82 | |
| 0.3447 | 6.64 | |
| 0.6545 | 12.69 | |
| -34.3015 | -0.87 | |
| 40.6400 | 0.90 | |
| -15.4827 | -0.87 | |
| 54.9668 | 2.76 | |
| -129.2668 | -2.77 | |
| 169.4261 | 2.01 | |
| -153.3339 | -2.12 | |
| 93.5366 | 3.30 |
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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