Roan Resources, Inc. Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0497 | 3.07 | |
| 0.3495 | 5.40 | |
| 0.6501 | 10.08 | |
| -41.8216 | -1.21 | |
| 49.0220 | 1.22 | |
| -16.4338 | -0.93 | |
| 54.5909 | 2.76 | |
| -126.7500 | -2.74 | |
| 161.3568 | 1.92 | |
| -132.4347 | -1.68 | |
| 47.1437 | 0.82 |
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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